Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195669.6297 | 986483.8312 | 209185.7985 | 63258420.9686 | 62411895.8571 | 846525.1115 |
Total P&L (%) | 1195.6696 | 986.4838 | 209.1858 | 63258.421 | 62411.8959 | 846.5251 |
Avg Daily Profit (%) | 0.6548 | 0.5402 | 0.1146 | 0.3539 | 0.3532 | 0.1232 |
Buy And Hold Return (%) | 713.4987 | 713.4987 | 713.4987 | 713.4987 | 713.4987 | 713.4987 |
Max Trade Drawdown | -71862 | -53786 | -49984 | -56327644 | -37883884 | -35361020 |
Profit Factor | 2.2455 | 3.2504 | 1.4011 | 1.1731 | 1.3857 | 1.0042 |
Total Trades | 453 | 226 | 227 | 453 | 226 | 227 |
Winning Trades | 212 | 99 | 113 | 212 | 99 | 113 |
Losing Trades | 241 | 127 | 114 | 241 | 127 | 114 |
Profitability (%) | 46.7991 | 43.8053 | 49.7797 | 46.7991 | 43.8053 | 49.7797 |
Ratio Avg Win / Avg Loss | 2.5527 | 4.1696 | 1.4135 | 1.3336 | 1.7776 | 1.013 |
Largest Winning Trade | 252832 | 252832 | 58063 | 41646092 | 41646092 | 19892328 |
Largest Losing Trade | -24854 | -17548 | -24854 | -15979069 | -11440120 | -15979069 |
Avg Bars in Trades | 47 | 45 | 50 | 47 | 45 | 50 |
Avg Bars in Winners | 68 | 67 | 68 | 68 | 67 | 68 |
Avg Bars in Losers | 29 | 28 | 31 | 29 | 28 | 31 |
Bars Traded | 21617 | 10249 | 11368 | 21617 | 10249 | 11368 |
Profit Streak | 15.1074 | 27.1907 | 15.1074 | 15.1074 | 27.1907 | 15.1074 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336362 | -29867 | -204010 | -18545 | 388279 | -350769 |
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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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