Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950798.5154 | 750640.9848 | 200157.5306 | 2813397.9843 | 54214877.2625 | -51401479.2782 |
Total P&L (%) | 950.7985 | 750.641 | 200.1575 | 2813.398 | 54214.8773 | -51401.4793 |
Avg Daily Profit (%) | 0.4002 | 0.3159 | 0.0842 | 0.142 | 0.2654 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166022 | -145453 | -121078 | -82785506 | -44360565 | -74721774 |
Profit Factor | 1.7196 | 2.122 | 1.3068 | 1.0121 | 1.5604 | 0.6215 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 136 | 69 | 67 | 136 | 69 | 67 |
Profitability (%) | 49.4424 | 48.8889 | 50 | 49.4424 | 48.8889 | 50 |
Ratio Avg Win / Avg Loss | 1.7583 | 2.2184 | 1.3068 | 1.0349 | 1.6313 | 0.6215 |
Largest Winning Trade | 207627 | 207627 | 62245 | 24184137 | 24184137 | 12437220 |
Largest Losing Trade | -70434 | -70434 | -59724 | -35971964 | -14347528 | -35971964 |
Avg Bars in Trades | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Winners | 22 | 26 | 18 | 22 | 26 | 18 |
Avg Bars in Losers | 12 | 14 | 9 | 12 | 14 | 9 |
Bars Traded | 4688 | 2759 | 1929 | 4688 | 2759 | 1929 |
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 | 521125 | 457689 | -80280 | -208786 | 397164 | -580699 |
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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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