Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060049.9214 | 921857.6008 | 138192.3206 | 12558867.5981 | 14081603.8012 | -1522736.2031 |
Total P&L (%) | 1060.0499 | 921.8576 | 138.1923 | 12558.8676 | 14081.6038 | -1522.7362 |
Avg Daily Profit (%) | 0.5797 | 0.5042 | 0.0756 | 0.2651 | 0.2713 | 0 |
Buy And Hold Return (%) | 782.1863 | 782.1863 | 782.1863 | 782.1863 | 782.1863 | 782.1863 |
Max Trade Drawdown | -122545 | -109670 | -85770 | -11856113 | -9568321 | -7790139 |
Profit Factor | 1.7956 | 2.4221 | 1.202 | 1.127 | 1.2954 | 0.9703 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 195 | 93 | 102 | 195 | 93 | 102 |
Losing Trades | 209 | 109 | 100 | 209 | 109 | 100 |
Profitability (%) | 48.2673 | 46.0396 | 50.4951 | 48.2673 | 46.0396 | 50.4951 |
Ratio Avg Win / Avg Loss | 1.9245 | 2.8388 | 1.1784 | 1.2079 | 1.5182 | 0.9513 |
Largest Winning Trade | 267540 | 267540 | 33333 | 9400195 | 9400195 | 4494570 |
Largest Losing Trade | -29298 | -25308 | -29298 | -4362289 | -3730654 | -4362289 |
Avg Bars in Trades | 8 | 9 | 8 | 8 | 9 | 8 |
Avg Bars in Winners | 10 | 13 | 8 | 10 | 13 | 8 |
Avg Bars in Losers | 7 | 6 | 8 | 7 | 6 | 8 |
Bars Traded | 3582 | 1900 | 1681 | 3582 | 1900 | 1681 |
Profit Streak | 0 | 33.0762 | 0 | 0 | 33.0762 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38853 | -95191 | -257485 | -70544 | 345403 | -579934 |
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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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