Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2759230.7884 | 2656511.9713 | 102718.8171 | 44540280.348 | 75151578.7066 | -30611298.3586 |
Total P&L (%) | 2759.2308 | 2656.512 | 102.7188 | 44540.2803 | 75151.5787 | -30611.2984 |
Avg Daily Profit (%) | 1.3508 | 1.3005 | 0.0503 | 0.2991 | 0.3248 | 0 |
Buy And Hold Return (%) | 3328.4314 | 3328.4314 | 3328.4314 | 3328.4314 | 3328.4314 | 3328.4314 |
Max Trade Drawdown | -172218 | -86723 | -117310 | -92967109 | -51306780 | -91313795 |
Profit Factor | 2.9907 | 4.9706 | 1.1433 | 1.1019 | 1.3522 | 0.8631 |
Total Trades | 401 | 201 | 200 | 401 | 201 | 200 |
Winning Trades | 211 | 100 | 111 | 211 | 100 | 111 |
Losing Trades | 190 | 101 | 89 | 190 | 101 | 89 |
Profitability (%) | 52.6185 | 49.7512 | 55.5 | 52.6185 | 49.7512 | 55.5 |
Ratio Avg Win / Avg Loss | 2.693 | 5.0203 | 0.9167 | 0.9923 | 1.3657 | 0.692 |
Largest Winning Trade | 1592833 | 1592833 | 77033 | 57092568 | 57092568 | 45462205 |
Largest Losing Trade | -61746 | -30821 | -61746 | -20668888 | -20668888 | -20420819 |
Avg Bars in Trades | 29 | 32 | 27 | 29 | 32 | 27 |
Avg Bars in Winners | 35 | 38 | 33 | 35 | 38 | 33 |
Avg Bars in Losers | 23 | 27 | 19 | 23 | 27 | 19 |
Bars Traded | 11989 | 6539 | 5450 | 11989 | 6539 | 5450 |
Profit Streak | 0 | 0 | 268.65 | 0 | 0 | 268.65 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143708 | -144003 | -353697 | -98471 | 356652 | -578325 |
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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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