Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845227.1175 | 730540.8971 | 114686.2204 | 8462923.8931 | 21782018.7703 | -13319094.8772 |
Total P&L (%) | 845.2271 | 730.5409 | 114.6862 | 8462.9239 | 21782.0188 | -13319.0949 |
Avg Daily Profit (%) | 0.3376 | 0.2918 | 0.0458 | 0.1779 | 0.2154 | 0 |
Buy And Hold Return (%) | 684.0724 | 684.0724 | 684.0724 | 684.0724 | 684.0724 | 684.0724 |
Max Trade Drawdown | -125523 | -64228 | -105413 | -23005856 | -6614964 | -19335074 |
Profit Factor | 2.0672 | 2.6929 | 1.3182 | 1.1845 | 2.1472 | 0.5047 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 144 | 71 | 73 | 144 | 71 | 73 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 49.6552 | 48.9655 | 50.3448 | 49.6552 | 48.9655 | 50.3448 |
Ratio Avg Win / Avg Loss | 2.096 | 2.8067 | 1.3001 | 1.2009 | 2.2379 | 0.4978 |
Largest Winning Trade | 226093 | 226093 | 47878 | 19835054 | 19835054 | 1435867 |
Largest Losing Trade | -45499 | -32411 | -45499 | -13459512 | -3303618 | -13459512 |
Avg Bars in Trades | 50 | 54 | 47 | 50 | 54 | 47 |
Avg Bars in Winners | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Losers | 43 | 46 | 40 | 43 | 46 | 40 |
Bars Traded | 14746 | 7863 | 6883 | 14746 | 7863 | 6883 |
Profit Streak | 10.2034 | 0 | 17.0367 | 10.2034 | 0 | 17.0367 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77300 | -131256 | -295959 | -7729 | 420535 | -579424 |
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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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