Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159794.3873 | 984662.1537 | 175132.2335 | 35796813.9802 | 28277536.9695 | 7519277.0107 |
Total P&L (%) | 1159.7944 | 984.6622 | 175.1322 | 35796.814 | 28277.537 | 7519.277 |
Avg Daily Profit (%) | 0.6316 | 0.5363 | 0.0954 | 0.3209 | 0.3081 | 0.2363 |
Buy And Hold Return (%) | 681.3725 | 681.3725 | 681.3725 | 681.3725 | 681.3725 | 681.3725 |
Max Trade Drawdown | -95605 | -70259 | -67010 | -52991397 | -35313845 | -38540635 |
Profit Factor | 1.9536 | 2.9013 | 1.2508 | 1.125 | 1.2199 | 1.0476 |
Total Trades | 543 | 271 | 272 | 543 | 271 | 272 |
Winning Trades | 277 | 133 | 144 | 277 | 133 | 144 |
Losing Trades | 266 | 138 | 128 | 266 | 138 | 128 |
Profitability (%) | 51.0129 | 49.0775 | 52.9412 | 51.0129 | 49.0775 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.876 | 3.0104 | 1.1118 | 1.0803 | 1.2658 | 0.9312 |
Largest Winning Trade | 246919 | 246919 | 57847 | 24918094 | 24918094 | 16745711 |
Largest Losing Trade | -33715 | -20651 | -33715 | -9261696 | -7454441 | -9261696 |
Avg Bars in Trades | 40 | 38 | 41 | 40 | 38 | 41 |
Avg Bars in Winners | 53 | 52 | 53 | 53 | 52 | 53 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 21905 | 10519 | 11386 | 21905 | 10519 | 11386 |
Profit Streak | 0 | 25.8151 | 0 | 0 | 25.8151 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343137 | -9322 | -230380 | -71020 | 362859 | -160201 |
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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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