Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971689.2692 | 1206271.3405 | -234582.0714 | -3260459.6763 | 29121692.8997 | -32382152.576 |
Total P&L (%) | 971.6893 | 1206.2713 | -234.5821 | -3260.4597 | 29121.6929 | -32382.1526 |
Avg Daily Profit (%) | 0.4282 | 0.5315 | -0.1034 | 0 | 0.2505 | 0 |
Buy And Hold Return (%) | 8648.8507 | 8648.8507 | 8648.8507 | 8648.8507 | 8648.8507 | 8648.8507 |
Max Trade Drawdown | -450395 | -165690 | -322857 | -42594487 | -5719532 | -44490044 |
Profit Factor | 1.6505 | 2.637 | 0.6901 | 0.9593 | 2.2608 | 0.4317 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 144 | 66 | 78 | 166 | 85 | 81 |
Losing Trades | 171 | 91 | 80 | 149 | 72 | 77 |
Profitability (%) | 45.7143 | 42.0382 | 49.3671 | 52.6984 | 54.1401 | 51.2658 |
Ratio Avg Win / Avg Loss | 1.96 | 3.6359 | 0.7078 | 0.861 | 1.915 | 0.4104 |
Largest Winning Trade | 504485 | 504485 | 43304 | 8396204 | 8396204 | 5263507 |
Largest Losing Trade | -237168 | -36271 | -237168 | -35874778 | -5719532 | -35874778 |
Avg Bars in Trades | 14 | 21 | 7 | 14 | 21 | 7 |
Avg Bars in Winners | 14 | 22 | 7 | 15 | 22 | 6 |
Avg Bars in Losers | 14 | 21 | 6 | 13 | 19 | 7 |
Bars Traded | 4493 | 3385 | 1108 | 4493 | 3385 | 1108 |
Profit Streak | 17.2745 | 26.7745 | 17.2745 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151338 | -151413 | -579905 | -578503 | 398500 | -580063 |
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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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