Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2194556.5419 | 2146704.9407 | 47851.6012 | 1801804.1846 | 3402195.1155 | -1600390.9309 |
Total P&L (%) | 2194.5565 | 2146.7049 | 47.8516 | 1801.8042 | 3402.1951 | -1600.3909 |
Avg Daily Profit (%) | 1.1715 | 1.1459 | 0.0255 | 0.1574 | 0.19 | 0 |
Buy And Hold Return (%) | 486.3712 | 486.3712 | 486.3712 | 486.3712 | 486.3712 | 486.3712 |
Max Trade Drawdown | -203507 | -215143 | -37807 | -18157403 | -16345007 | -3998899 |
Profit Factor | 3.2206 | 3.6426 | 1.272 | 1.0432 | 1.1013 | 0.8026 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 93 | 36 | 57 | 93 | 36 | 57 |
Losing Trades | 184 | 102 | 82 | 184 | 102 | 82 |
Profitability (%) | 33.574 | 26.087 | 41.0072 | 33.574 | 26.087 | 41.0072 |
Ratio Avg Win / Avg Loss | 6.372 | 10.3206 | 1.8299 | 2.064 | 3.1204 | 1.1547 |
Largest Winning Trade | 1433014 | 1433014 | 20771 | 16799269 | 16799269 | 717828 |
Largest Losing Trade | -29801 | -29801 | -16283 | -3188021 | -3172627 | -3188021 |
Avg Bars in Trades | 79 | 154 | 4 | 79 | 154 | 4 |
Avg Bars in Winners | 136 | 341 | 6 | 136 | 341 | 6 |
Avg Bars in Losers | 50 | 88 | 2 | 50 | 88 | 2 |
Bars Traded | 21924 | 21292 | 632 | 21924 | 21292 | 632 |
Profit Streak | 60.919 | 61.0023 | 60.919 | 60.919 | 61.0023 | 60.919 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500908 | -6241 | -326346 | -170645 | -124663 | -581956 |
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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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