Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1615053.6928 | 1468200.7056 | 146852.9873 | 15033054.8442 | 18839751.9273 | -3806697.0831 |
Total P&L (%) | 1615.0537 | 1468.2007 | 146.853 | 15033.0548 | 18839.7519 | -3806.6971 |
Avg Daily Profit (%) | 0.8756 | 0.796 | 0.0796 | 0.2725 | 0.2847 | 0 |
Buy And Hold Return (%) | 486.1014 | 486.1014 | 486.1014 | 486.1014 | 486.1014 | 486.1014 |
Max Trade Drawdown | -97687 | -75760 | -63187 | -24271288 | -15844753 | -13381811 |
Profit Factor | 2.4468 | 3.6377 | 1.2624 | 1.105 | 1.2771 | 0.9494 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 165 | 70 | 95 | 165 | 70 | 95 |
Losing Trades | 190 | 107 | 83 | 190 | 107 | 83 |
Profitability (%) | 46.4789 | 39.548 | 53.3708 | 46.4789 | 39.548 | 53.3708 |
Ratio Avg Win / Avg Loss | 2.8175 | 5.5605 | 1.1029 | 1.2724 | 1.9521 | 0.8295 |
Largest Winning Trade | 948590 | 948590 | 62833 | 17253286 | 17253286 | 6690465 |
Largest Losing Trade | -42559 | -26805 | -42559 | -5539495 | -4959961 | -5539495 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 28 | 38 | 22 | 28 | 38 | 22 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 7289 | 4143 | 3147 | 7289 | 4143 | 3147 |
Profit Streak | 1.9843 | 0 | 44.2343 | 1.9843 | 0 | 44.2343 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494845 | 483090 | -249987 | -97704 | 230446 | -578191 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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