Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086122.7014 | 926422.8842 | 159699.8172 | 22862749.3545 | 19206891.6637 | 3655857.6908 |
Total P&L (%) | 1086.1227 | 926.4229 | 159.6998 | 22862.7494 | 19206.8917 | 3655.8577 |
Avg Daily Profit (%) | 0.4941 | 0.4214 | 0.0726 | 0.2476 | 0.2397 | 0.1651 |
Buy And Hold Return (%) | 798.5099 | 798.5099 | 798.5099 | 798.5099 | 798.5099 | 798.5099 |
Max Trade Drawdown | -115720 | -123963 | -68841 | -6899650 | -5459705 | -4738213 |
Profit Factor | 2.5771 | 3.5407 | 1.4929 | 2.1423 | 2.7603 | 1.4016 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 52.349 | 50.6667 | 54.0541 | 52.349 | 50.6667 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.3459 | 3.4475 | 1.2689 | 1.9501 | 2.6877 | 1.1914 |
Largest Winning Trade | 299948 | 299948 | 49360 | 8442462 | 8442462 | 2503452 |
Largest Losing Trade | -39904 | -30083 | -39904 | -3192068 | -3192068 | -2340812 |
Avg Bars in Trades | 42 | 39 | 46 | 42 | 39 | 46 |
Avg Bars in Winners | 50 | 42 | 58 | 50 | 42 | 58 |
Avg Bars in Losers | 34 | 36 | 31 | 34 | 36 | 31 |
Bars Traded | 6376 | 2935 | 3441 | 6376 | 2935 | 3441 |
Profit Streak | 0 | 0 | 252.1407 | 0 | 0 | 252.1407 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37555 | -156157 | -322716 | 475855 | -43227 | -55520 |
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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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