Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1911786.5355 | 1904683.2261 | 7103.3094 | 641341.6938 | -4536987.3411 | 5178329.0349 |
Total P&L (%) | 1911.7865 | 1904.6832 | 7.1033 | 641.3417 | -4536.9873 | 5178.329 |
Avg Daily Profit (%) | 1.0659 | 1.0619 | 0.004 | 0.1117 | 0 | 0.2214 |
Buy And Hold Return (%) | 366.1943 | 366.1943 | 366.1943 | 366.1943 | 366.1943 | 366.1943 |
Max Trade Drawdown | -301287 | -293581 | -52843 | -40612654 | -44566145 | -3959678 |
Profit Factor | 3.1288 | 3.4866 | 1.0538 | 1.0097 | 0.9245 | 1.8214 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 134 | 72 | 62 | 134 | 72 | 62 |
Profitability (%) | 34.6341 | 29.4118 | 39.8058 | 34.6341 | 29.4118 | 39.8058 |
Ratio Avg Win / Avg Loss | 5.905 | 8.3678 | 1.5935 | 1.9055 | 2.2189 | 2.7543 |
Largest Winning Trade | 1482863 | 1482863 | 15196 | 23394069 | 23394069 | 3482255 |
Largest Losing Trade | -38439 | -38439 | -9174 | -8164267 | -8164267 | -798535 |
Avg Bars in Trades | 103 | 202 | 4 | 103 | 202 | 4 |
Avg Bars in Winners | 180 | 417 | 6 | 180 | 417 | 6 |
Avg Bars in Losers | 62 | 112 | 3 | 62 | 112 | 3 |
Bars Traded | 21130 | 20651 | 479 | 21130 | 20651 | 479 |
Profit Streak | 11.5258 | 0 | 71.2758 | 11.5258 | 0 | 71.2758 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501053 | 295578 | -516973 | -265003 | -588652 | 297633 |
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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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