Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41891.077 | 354490.0867 | -312599.0097 | -2227231.1036 | -42823671.1753 | 40596440.0717 |
Total P&L (%) | 41.8911 | 354.4901 | -312.599 | -2227.2311 | -42823.6712 | 40596.4401 |
Avg Daily Profit (%) | 0.0231 | 0.1952 | -0.1721 | 0 | 0 | 0.3314 |
Buy And Hold Return (%) | 302.9487 | 302.9487 | 302.9487 | 302.9487 | 302.9487 | 302.9487 |
Max Trade Drawdown | -474840 | -85353 | -463006 | -70244871 | -54946802 | -30220603 |
Profit Factor | 1.0269 | 1.6897 | 0.7008 | 0.9905 | 0.6598 | 1.3744 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 208 | 106 | 102 | 158 | 78 | 80 |
Losing Trades | 154 | 75 | 79 | 204 | 103 | 101 |
Profitability (%) | 57.4586 | 58.5635 | 56.3536 | 43.6464 | 43.0939 | 44.1989 |
Ratio Avg Win / Avg Loss | 0.7603 | 1.1955 | 0.5428 | 1.2789 | 0.8713 | 1.7352 |
Largest Winning Trade | 44681 | 37862 | 44681 | 36857539 | 14688789 | 36857539 |
Largest Losing Trade | -463006 | -41629 | -463006 | -10698979 | -10698979 | -7341688 |
Avg Bars in Trades | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Winners | 24 | 24 | 24 | 33 | 35 | 30 |
Avg Bars in Losers | 35 | 37 | 33 | 25 | 24 | 27 |
Bars Traded | 10533 | 5328 | 5205 | 10533 | 5328 | 5205 |
Profit Streak | 2.6048 | 0 | 13.6048 | 0 | 43.7714 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -518846 | -101397 | -578683 | -579411 | -581223 | 332077 |
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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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