Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175935.4646 | 1145474.4881 | 30460.9765 | 13903993.7439 | 33147309.3738 | -19243315.6299 |
Total P&L (%) | 1175.9355 | 1145.4745 | 30.461 | 13903.9937 | 33147.3094 | -19243.3156 |
Avg Daily Profit (%) | 0.6433 | 0.6266 | 0.0167 | 0.2707 | 0.3182 | 0 |
Buy And Hold Return (%) | 7254.3638 | 7254.3638 | 7254.3638 | 7254.3638 | 7254.3638 | 7254.3638 |
Max Trade Drawdown | -100454 | -56875 | -185029 | -12932711 | -7522604 | -25874615 |
Profit Factor | 1.6932 | 2.6888 | 1.0299 | 1.0938 | 1.5491 | 0.7811 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 154 | 80 | 74 | 154 | 80 | 74 |
Losing Trades | 174 | 84 | 90 | 174 | 84 | 90 |
Profitability (%) | 46.9512 | 48.7805 | 45.122 | 46.9512 | 48.7805 | 45.122 |
Ratio Avg Win / Avg Loss | 1.9131 | 2.8232 | 1.2526 | 1.2358 | 1.6266 | 0.95 |
Largest Winning Trade | 199845 | 199845 | 57876 | 7129205 | 7129205 | 3039796 |
Largest Losing Trade | -52650 | -36727 | -52650 | -6252909 | -5408519 | -6252909 |
Avg Bars in Trades | 66 | 69 | 63 | 66 | 69 | 63 |
Avg Bars in Winners | 85 | 87 | 83 | 85 | 87 | 83 |
Avg Bars in Losers | 49 | 53 | 46 | 49 | 53 | 46 |
Bars Traded | 21832 | 11426 | 10406 | 21832 | 11426 | 10406 |
Profit Streak | 271.66 | 0 | 296.2433 | 271.66 | 0 | 296.2433 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149624 | -149134 | -524607 | -115063 | 355616 | -581403 |
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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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