Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967226.6265 | 845569.2407 | 121657.3858 | 11047377.9915 | 15885819.5327 | -4838441.5412 |
Total P&L (%) | 967.2266 | 845.5692 | 121.6574 | 11047.378 | 15885.8195 | -4838.4415 |
Avg Daily Profit (%) | 0.3866 | 0.338 | 0.0486 | 0.1886 | 0.203 | 0 |
Buy And Hold Return (%) | 656.2902 | 656.2902 | 656.2902 | 656.2902 | 656.2902 | 656.2902 |
Max Trade Drawdown | -89113 | -59404 | -101179 | -9022214 | -4398163 | -12039177 |
Profit Factor | 2.0714 | 2.7645 | 1.2872 | 1.2232 | 1.6496 | 0.8067 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 176 | 89 | 87 | 176 | 89 | 87 |
Losing Trades | 222 | 110 | 112 | 222 | 110 | 112 |
Profitability (%) | 44.2211 | 44.7236 | 43.7186 | 44.2211 | 44.7236 | 43.7186 |
Ratio Avg Win / Avg Loss | 2.6128 | 3.4168 | 1.6571 | 1.5429 | 2.0389 | 1.0385 |
Largest Winning Trade | 330631 | 330631 | 46141 | 12637370 | 12637370 | 2621359 |
Largest Losing Trade | -44962 | -19507 | -44962 | -4804060 | -1575434 | -4804060 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4916 | 2429 | 2487 | 4916 | 2429 | 2487 |
Profit Streak | 44.239 | 44.239 | 46.239 | 44.239 | 44.239 | 46.239 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3203 | -61859 | -293325 | 369797 | 391937 | -579801 |
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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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