Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1629369.2513 | 1585184.686 | 44184.5654 | 429761.9168 | 2176160.8636 | -1746398.9468 |
Total P&L (%) | 1629.3693 | 1585.1847 | 44.1846 | 429.7619 | 2176.1609 | -1746.3989 |
Avg Daily Profit (%) | 0.7821 | 0.7609 | 0.0212 | 0.0801 | 0.1501 | 0 |
Buy And Hold Return (%) | 80.7786 | 80.7786 | 80.7786 | 80.7786 | 80.7786 | 80.7786 |
Max Trade Drawdown | -235811 | -137208 | -113905 | -6365321 | -4287699 | -2435661 |
Profit Factor | 2.9383 | 3.507 | 1.2121 | 1.031 | 1.2158 | 0.5406 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 36.8 | 27.4194 | 46.0317 | 36.8 | 27.4194 | 46.0317 |
Ratio Avg Win / Avg Loss | 5.0462 | 9.2832 | 1.4211 | 1.7706 | 3.2184 | 0.6338 |
Largest Winning Trade | 1138357 | 1138357 | 53117 | 6157566 | 6157566 | 241528 |
Largest Losing Trade | -56776 | -56776 | -52970 | -2261639 | -2261639 | -1267456 |
Avg Bars in Trades | 195 | 368 | 25 | 195 | 368 | 25 |
Avg Bars in Winners | 281 | 701 | 35 | 281 | 701 | 35 |
Avg Bars in Losers | 145 | 242 | 17 | 145 | 242 | 17 |
Bars Traded | 24448 | 22820 | 1628 | 24448 | 22820 | 1628 |
Profit Streak | 16.7338 | 0 | 67.7338 | 16.7338 | 0 | 67.7338 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518208 | -154078 | -478146 | -276775 | -165317 | -728165 |
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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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