Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2043992.6275 | 2062319.8929 | -18327.2654 | 113854.5749 | 28019.2412 | 85835.3338 |
Total P&L (%) | 2043.9926 | 2062.3199 | -18.3273 | 113.8546 | 28.0192 | 85.8353 |
Avg Daily Profit (%) | 0.8992 | 0.9073 | -0.0081 | 0.0334 | 0.0109 | 0.0273 |
Buy And Hold Return (%) | 99.0347 | 99.0347 | 99.0347 | 99.0347 | 99.0347 | 99.0347 |
Max Trade Drawdown | -151667 | -147406 | -44135 | -3281324 | -3283227 | -432927 |
Profit Factor | 2.7022 | 3.3187 | 0.9411 | 1.0115 | 1.0036 | 1.0416 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 146 | 67 | 79 | 146 | 67 | 79 |
Losing Trades | 143 | 77 | 66 | 143 | 77 | 66 |
Profitability (%) | 50.519 | 46.5278 | 54.4828 | 50.519 | 46.5278 | 54.4828 |
Ratio Avg Win / Avg Loss | 2.6466 | 3.814 | 0.7863 | 0.9907 | 1.1534 | 0.8702 |
Largest Winning Trade | 1728645 | 1728645 | 15467 | 3051135 | 3051135 | 123234 |
Largest Losing Trade | -50772 | -50772 | -26337 | -1331806 | -1331806 | -183576 |
Avg Bars in Trades | 30 | 57 | 4 | 30 | 57 | 4 |
Avg Bars in Winners | 29 | 58 | 4 | 29 | 58 | 4 |
Avg Bars in Losers | 32 | 56 | 4 | 32 | 56 | 4 |
Bars Traded | 8956 | 8310 | 645 | 8956 | 8310 | 645 |
Profit Streak | 9.4393 | 0 | 29.6893 | 9.4393 | 0 | 29.6893 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 743478 | 650920 | -579549 | -474756 | -562220 | -497471 |
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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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