Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1542923.9865 | 1454825.4848 | 88098.5017 | 3036839.6298 | -11803691.363 | 14840530.9928 |
Total P&L (%) | 1542.924 | 1454.8255 | 88.0985 | 3036.8396 | -11803.6914 | 14840.531 |
Avg Daily Profit (%) | 0.8621 | 0.8129 | 0.0492 | 0.1927 | 0 | 0.2801 |
Buy And Hold Return (%) | 333.7716 | 333.7716 | 333.7716 | 333.7716 | 333.7716 | 333.7716 |
Max Trade Drawdown | -164710 | -188028 | -74345 | -33352031 | -38002920 | -8819856 |
Profit Factor | 2.5296 | 3.8151 | 1.1791 | 1.0304 | 0.7987 | 1.3612 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Profitability (%) | 47.479 | 45.3782 | 49.5798 | 47.479 | 45.3782 | 49.5798 |
Ratio Avg Win / Avg Loss | 2.7982 | 4.5923 | 1.1991 | 1.1399 | 0.9614 | 1.3842 |
Largest Winning Trade | 1167543 | 1167543 | 56906 | 13226673 | 13226673 | 10912139 |
Largest Losing Trade | -38568 | -38568 | -33493 | -8599503 | -7993382 | -8599503 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 7057 | 3081 | 3976 | 7057 | 3081 | 3976 |
Profit Streak | 0 | 0 | 17.0363 | 0 | 0 | 17.0363 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 608980 | 591920 | -316316 | -178516 | -582535 | 336578 |
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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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