Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670068.5345 | 551563.4516 | 118505.083 | -14194835.7221 | 5484615.2383 | -19679450.9603 |
Total P&L (%) | 670.0685 | 551.5635 | 118.5051 | -14194.8357 | 5484.6152 | -19679.451 |
Avg Daily Profit (%) | 0.2781 | 0.2289 | 0.0492 | 0 | 0.1671 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217451 | -68449 | -192169 | -35195065 | -13844980 | -28064061 |
Profit Factor | 1.4824 | 1.9915 | 1.1423 | 0.8513 | 1.1394 | 0.6492 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 185 | 94 | 91 | 170 | 97 | 73 |
Losing Trades | 152 | 75 | 77 | 167 | 72 | 95 |
Profitability (%) | 54.8961 | 55.6213 | 54.1667 | 50.4451 | 57.3965 | 43.4524 |
Ratio Avg Win / Avg Loss | 1.218 | 1.5889 | 0.9666 | 0.8362 | 0.8457 | 0.8448 |
Largest Winning Trade | 84166 | 84166 | 66242 | 4810768 | 3985755 | 4810768 |
Largest Losing Trade | -184992 | -32458 | -184992 | -9352816 | -9132092 | -9352816 |
Avg Bars in Trades | 28 | 21 | 35 | 28 | 21 | 35 |
Avg Bars in Winners | 32 | 21 | 43 | 27 | 20 | 36 |
Avg Bars in Losers | 23 | 20 | 26 | 29 | 21 | 34 |
Bars Traded | 9531 | 3556 | 5974 | 9531 | 3556 | 5974 |
Profit Streak | 0 | 0 | 0 | 27.4377 | 28.4377 | 27.4377 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452823 | 482579 | -192017 | -577215 | -58524 | -582458 |
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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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