Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027801.6356 | 885275.896 | 142525.7395 | 16827122.3426 | 18034654.2121 | -1207531.8695 |
Total P&L (%) | 1027.8016 | 885.2759 | 142.5257 | 16827.1223 | 18034.6542 | -1207.5319 |
Avg Daily Profit (%) | 0.5593 | 0.4818 | 0.0776 | 0.2796 | 0.2834 | 0 |
Buy And Hold Return (%) | 693.4162 | 693.4162 | 693.4162 | 693.4162 | 693.4162 | 693.4162 |
Max Trade Drawdown | -73558 | -57680 | -63098 | -18109616 | -12970328 | -11222349 |
Profit Factor | 2.1218 | 3.1052 | 1.2875 | 1.1693 | 1.4065 | 0.9781 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 140 | 68 | 72 | 140 | 68 | 72 |
Losing Trades | 163 | 84 | 79 | 163 | 84 | 79 |
Profitability (%) | 46.2046 | 44.7368 | 47.6821 | 46.2046 | 44.7368 | 47.6821 |
Ratio Avg Win / Avg Loss | 2.4704 | 3.8358 | 1.4127 | 1.3614 | 1.7375 | 1.0731 |
Largest Winning Trade | 234409 | 234409 | 57911 | 12565092 | 12565092 | 6117541 |
Largest Losing Trade | -21310 | -21310 | -21210 | -5516915 | -3602257 | -5516915 |
Avg Bars in Trades | 72 | 69 | 74 | 72 | 69 | 74 |
Avg Bars in Winners | 96 | 89 | 103 | 96 | 89 | 103 |
Avg Bars in Losers | 51 | 53 | 48 | 51 | 53 | 48 |
Bars Traded | 21835 | 10576 | 11259 | 21835 | 10576 | 11259 |
Profit Streak | 25.5463 | 32.1296 | 0 | 25.5463 | 32.1296 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 1598 | -63669 | -255826 | -24918 | 368821 | -579776 |
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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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