Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897510.147 | 806972.6173 | 90537.5297 | 4503610.4624 | 8021835.5755 | -3518225.1131 |
Total P&L (%) | 897.5101 | 806.9726 | 90.5375 | 4503.6105 | 8021.8356 | -3518.2251 |
Avg Daily Profit (%) | 0.3589 | 0.3227 | 0.0362 | 0.1533 | 0.176 | 0 |
Buy And Hold Return (%) | 670.2188 | 670.2188 | 670.2188 | 670.2188 | 670.2188 | 670.2188 |
Max Trade Drawdown | -137612 | -68990 | -119166 | -5383089 | -2580890 | -5757310 |
Profit Factor | 1.7768 | 2.4821 | 1.1482 | 1.144 | 1.5639 | 0.7938 |
Total Trades | 421 | 211 | 210 | 421 | 211 | 210 |
Winning Trades | 235 | 116 | 119 | 235 | 116 | 119 |
Losing Trades | 186 | 95 | 91 | 186 | 95 | 91 |
Profitability (%) | 55.8195 | 54.9763 | 56.6667 | 55.8195 | 54.9763 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.4064 | 2.0328 | 0.878 | 0.9054 | 1.2808 | 0.607 |
Largest Winning Trade | 329778 | 329778 | 45157 | 4321052 | 4321052 | 1023829 |
Largest Losing Trade | -53130 | -26208 | -53130 | -3302960 | -1288893 | -3302960 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 9812 | 4956 | 4856 | 9812 | 4956 | 4856 |
Profit Streak | 0 | 0 | 10.2448 | 0 | 0 | 10.2448 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45383 | -87008 | -367125 | -53155 | 396044 | -578434 |
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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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