Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022369.6775 | 890784.2199 | 131585.4576 | 11056345.9701 | 16812624.2092 | -5756278.2391 |
Total P&L (%) | 1022.3697 | 890.7842 | 131.5855 | 11056.346 | 16812.6242 | -5756.2782 |
Avg Daily Profit (%) | 0.4089 | 0.3563 | 0.0526 | 0.1888 | 0.2054 | 0 |
Buy And Hold Return (%) | 791.9655 | 791.9655 | 791.9655 | 791.9655 | 791.9655 | 791.9655 |
Max Trade Drawdown | -93537 | -59505 | -101905 | -11777248 | -4577045 | -8921529 |
Profit Factor | 1.8528 | 2.5076 | 1.2165 | 1.211 | 1.7405 | 0.8062 |
Total Trades | 415 | 208 | 207 | 415 | 208 | 207 |
Winning Trades | 228 | 112 | 116 | 228 | 112 | 116 |
Losing Trades | 187 | 96 | 91 | 187 | 96 | 91 |
Profitability (%) | 54.9398 | 53.8462 | 56.0386 | 54.9398 | 53.8462 | 56.0386 |
Ratio Avg Win / Avg Loss | 1.5197 | 2.1494 | 0.9543 | 0.9932 | 1.4919 | 0.6325 |
Largest Winning Trade | 374520 | 374520 | 43643 | 11623787 | 11623787 | 2174529 |
Largest Losing Trade | -51782 | -26239 | -51782 | -6103039 | -1510169 | -6103039 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 9694 | 5029 | 4665 | 9694 | 5029 | 4665 |
Profit Streak | 0 | 0 | 13.33 | 0 | 0 | 13.33 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58839 | -111495 | -288305 | 320477 | 416959 | -578584 |
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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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