Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152214.369 | 992346.269 | 159868.1 | 21829129.0634 | 25715824.2519 | -3886695.1884 |
Total P&L (%) | 1152.2144 | 992.3463 | 159.8681 | 21829.1291 | 25715.8243 | -3886.6952 |
Avg Daily Profit (%) | 0.6308 | 0.5433 | 0.0875 | 0.2955 | 0.3045 | 0 |
Buy And Hold Return (%) | 658.0411 | 658.0411 | 658.0411 | 658.0411 | 658.0411 | 658.0411 |
Max Trade Drawdown | -71344 | -86562 | -48450 | -14988864 | -12659509 | -12101090 |
Profit Factor | 2.3609 | 3.3616 | 1.3749 | 1.2113 | 1.5311 | 0.9292 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 45.6647 | 42.5287 | 48.8372 | 45.6647 | 42.5287 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.8092 | 4.5427 | 1.4403 | 1.4412 | 2.069 | 0.9735 |
Largest Winning Trade | 332021 | 332021 | 51840 | 10554525 | 10554525 | 6414324 |
Largest Losing Trade | -31027 | -31027 | -28068 | -7534902 | -6545571 | -7534902 |
Avg Bars in Trades | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Winners | 88 | 92 | 84 | 88 | 92 | 84 |
Avg Bars in Losers | 40 | 43 | 36 | 40 | 43 | 36 |
Bars Traded | 10752 | 5582 | 5170 | 10752 | 5582 | 5170 |
Profit Streak | 19.8967 | 24.8967 | 0 | 19.8967 | 24.8967 | 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 | 267961 | 163696 | -242126 | 294188 | 318754 | -581554 |
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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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