Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1405730.6284 | 1309507.0206 | 96223.6078 | 66344249.5202 | 52827442.3704 | 13516807.1498 |
Total P&L (%) | 1405.7306 | 1309.507 | 96.2236 | 66344.2495 | 52827.4424 | 13516.8072 |
Avg Daily Profit (%) | 0.6187 | 0.5764 | 0.0424 | 0.2865 | 0.2764 | 0.2165 |
Buy And Hold Return (%) | 7731.3135 | 7731.3135 | 7731.3135 | 7731.3135 | 7731.3135 | 7731.3135 |
Max Trade Drawdown | -111777 | -65885 | -145245 | -32556463 | -17558088 | -25221559 |
Profit Factor | 1.8344 | 2.6152 | 1.1101 | 1.2841 | 1.4326 | 1.1213 |
Total Trades | 774 | 387 | 387 | 774 | 387 | 387 |
Winning Trades | 264 | 124 | 140 | 264 | 124 | 140 |
Losing Trades | 510 | 263 | 247 | 510 | 263 | 247 |
Profitability (%) | 34.1085 | 32.0413 | 36.1757 | 34.1085 | 32.0413 | 36.1757 |
Ratio Avg Win / Avg Loss | 3.5438 | 5.5467 | 1.9585 | 2.4806 | 3.0385 | 1.9783 |
Largest Winning Trade | 470973 | 470973 | 34355 | 19524458 | 19524458 | 9276959 |
Largest Losing Trade | -46709 | -16727 | -46709 | -7546281 | -7546281 | -5412713 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Losers | 5 | 5 | 4 | 5 | 5 | 4 |
Bars Traded | 6738 | 3468 | 3270 | 6738 | 3468 | 3270 |
Profit Streak | 18.2388 | 18.5721 | 0 | 18.2388 | 18.5722 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151976 | -154212 | -404045 | 308828 | 212690 | -89996 |
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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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