Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2279889.9073 | 2226801.9586 | 53087.9487 | 1957708.7061 | 16523548.5692 | -14565839.8631 |
Total P&L (%) | 2279.8899 | 2226.802 | 53.0879 | 1957.7087 | 16523.5486 | -14565.8399 |
Avg Daily Profit (%) | 1.0285 | 1.0045 | 0.0239 | 0.1365 | 0.2309 | 0 |
Buy And Hold Return (%) | 862.4632 | 862.4632 | 862.4632 | 862.4632 | 862.4632 | 862.4632 |
Max Trade Drawdown | -188912 | -119769 | -123767 | -31797896 | -19704399 | -15642790 |
Profit Factor | 3.3481 | 5.6346 | 1.1082 | 1.0215 | 1.3665 | 0.6842 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 135 | 74 | 61 | 135 | 74 | 61 |
Losing Trades | 150 | 69 | 81 | 150 | 69 | 81 |
Profitability (%) | 47.3684 | 51.7483 | 42.9577 | 47.3684 | 51.7483 | 42.9577 |
Ratio Avg Win / Avg Loss | 3.7201 | 5.2538 | 1.4716 | 1.135 | 1.2742 | 0.9085 |
Largest Winning Trade | 2045667 | 2045667 | 43968 | 29549364 | 29549364 | 4033922 |
Largest Losing Trade | -49101 | -35420 | -49101 | -11925892 | -11925892 | -10676188 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 43 | 41 | 45 | 43 | 41 | 45 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 8695 | 4319 | 4376 | 8695 | 4319 | 4376 |
Profit Streak | 4.9503 | 5.2003 | 0 | 4.9503 | 5.2003 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629137 | 679865 | -431033 | -211234 | 344031 | -583694 |
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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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