Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790306.5603 | 710005.7022 | 80300.858 | 4484640.268 | 19678464.6752 | -15193824.4073 |
Total P&L (%) | 790.3066 | 710.0057 | 80.3009 | 4484.6403 | 19678.4647 | -15193.8244 |
Avg Daily Profit (%) | 0.4365 | 0.3922 | 0.0444 | 0.2115 | 0.2925 | 0 |
Buy And Hold Return (%) | 1754.2865 | 1754.2865 | 1754.2865 | 1754.2865 | 1754.2865 | 1754.2865 |
Max Trade Drawdown | -153138 | -94621 | -260881 | -27166821 | -6568527 | -34669090 |
Profit Factor | 1.4228 | 1.9742 | 1.0704 | 1.0406 | 1.447 | 0.7714 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 327 | 169 | 158 | 327 | 169 | 158 |
Losing Trades | 165 | 77 | 88 | 165 | 77 | 88 |
Profitability (%) | 66.4634 | 68.6992 | 64.2276 | 66.4634 | 68.6992 | 64.2276 |
Ratio Avg Win / Avg Loss | 0.7179 | 0.8995 | 0.5962 | 0.5251 | 0.6593 | 0.4296 |
Largest Winning Trade | 27955 | 27955 | 21456 | 3782795 | 3782795 | 2876653 |
Largest Losing Trade | -57409 | -32263 | -57409 | -6568527 | -6568527 | -6379700 |
Avg Bars in Trades | 43 | 45 | 42 | 43 | 45 | 42 |
Avg Bars in Winners | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Losers | 70 | 79 | 63 | 70 | 79 | 63 |
Bars Traded | 21496 | 11155 | 10341 | 21496 | 11155 | 10341 |
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 | -151845 | -151969 | -441606 | -168210 | 406769 | -578202 |
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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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