Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1228578.3266 | 1022249.5421 | 206328.7844 | 56327672.9604 | 60249566.0302 | -3921893.0698 |
Total P&L (%) | 1228.5783 | 1022.2495 | 206.3288 | 56327.673 | 60249.566 | -3921.8931 |
Avg Daily Profit (%) | 0.678 | 0.5642 | 0.1139 | 0.3503 | 0.354 | 0 |
Buy And Hold Return (%) | 522.5246 | 522.5246 | 522.5246 | 522.5246 | 522.5246 | 522.5246 |
Max Trade Drawdown | -99444 | -81473 | -48404 | -97035549 | -76173439 | -40645749 |
Profit Factor | 2.3083 | 3.2846 | 1.4197 | 1.1182 | 1.2537 | 0.9836 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Losing Trades | 195 | 101 | 94 | 195 | 101 | 94 |
Profitability (%) | 38.4858 | 36.478 | 40.5063 | 38.4858 | 36.478 | 40.5063 |
Ratio Avg Win / Avg Loss | 3.6895 | 5.7198 | 2.0852 | 1.7873 | 2.1831 | 1.4446 |
Largest Winning Trade | 272689 | 272689 | 59489 | 69411862 | 69411862 | 27466975 |
Largest Losing Trade | -25411 | -17005 | -25411 | -18520263 | -18520263 | -14586836 |
Avg Bars in Trades | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 5396 | 2587 | 2809 | 5396 | 2587 | 2809 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339443 | 199672 | -207975 | -82577 | 200243 | -582253 |
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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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