Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2404504.8292 | 2351999.2311 | 52505.598 | 26863974.228 | 23291783.7027 | 3572190.5253 |
Total P&L (%) | 2404.5048 | 2351.9992 | 52.5056 | 26863.9742 | 23291.7837 | 3572.1905 |
Avg Daily Profit (%) | 1.1771 | 1.1514 | 0.0257 | 0.2744 | 0.2674 | 0.1766 |
Buy And Hold Return (%) | 2516.5357 | 2516.5357 | 2516.5357 | 2516.5357 | 2516.5357 | 2516.5357 |
Max Trade Drawdown | -161217 | -97290 | -160413 | -5656576 | -2917010 | -8819272 |
Profit Factor | 3.9468 | 7.1465 | 1.1212 | 2.4993 | 4.2391 | 1.333 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 43.1034 | 39.6552 | 46.5517 | 43.1034 | 39.6552 | 46.5517 |
Ratio Avg Win / Avg Loss | 5.2098 | 10.8752 | 1.2873 | 3.2991 | 6.4508 | 1.5305 |
Largest Winning Trade | 1501819 | 1501819 | 68943 | 8816610 | 8816610 | 5222528 |
Largest Losing Trade | -43949 | -43949 | -38858 | -5392257 | -2656241 | -5392257 |
Avg Bars in Trades | 102 | 107 | 97 | 102 | 107 | 97 |
Avg Bars in Winners | 162 | 177 | 149 | 162 | 177 | 149 |
Avg Bars in Losers | 57 | 61 | 52 | 57 | 61 | 52 |
Bars Traded | 11903 | 6234 | 5669 | 11903 | 6234 | 5669 |
Profit Streak | 323.5399 | 335.3732 | 0 | 323.5399 | 335.3732 | 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 | -147048 | -327547 | -592948 | 419419 | -167918 | -207432 |
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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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