Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1128423.2028 | 965124.5218 | 163298.681 | 18553046.2501 | 34803890.6236 | -16250844.3736 |
Total P&L (%) | 1128.4232 | 965.1245 | 163.2987 | 18553.0463 | 34803.8906 | -16250.8444 |
Avg Daily Profit (%) | 0.4512 | 0.3859 | 0.0653 | 0.2093 | 0.2344 | 0 |
Buy And Hold Return (%) | 789.6796 | 789.6796 | 789.6796 | 789.6796 | 789.6796 | 789.6796 |
Max Trade Drawdown | -120302 | -57433 | -115920 | -33525416 | -7346567 | -34440121 |
Profit Factor | 2.1744 | 2.9178 | 1.3569 | 1.1722 | 1.7363 | 0.7313 |
Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
Winning Trades | 182 | 89 | 93 | 182 | 89 | 93 |
Losing Trades | 161 | 83 | 78 | 161 | 83 | 78 |
Profitability (%) | 53.0612 | 51.7442 | 54.386 | 53.0612 | 51.7442 | 54.386 |
Ratio Avg Win / Avg Loss | 1.9235 | 2.7211 | 1.138 | 1.0369 | 1.6192 | 0.6134 |
Largest Winning Trade | 335355 | 335355 | 46027 | 18658760 | 18658760 | 4730720 |
Largest Losing Trade | -71543 | -20045 | -71543 | -27026271 | -2939374 | -27026271 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 34 | 36 | 31 | 34 | 36 | 31 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 9694 | 5037 | 4657 | 9694 | 5037 | 4657 |
Profit Streak | 0 | 0 | 11.1059 | 0 | 0 | 11.1059 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15532 | -80609 | -269260 | -20553 | 449005 | -578952 |
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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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