Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1324248.5237 | 1231682.416 | 92566.1077 | 4036569.8399 | 4133889.458 | -97319.6181 |
Total P&L (%) | 1324.2485 | 1231.6824 | 92.5661 | 4036.5698 | 4133.8895 | -97.3196 |
Avg Daily Profit (%) | 0.7306 | 0.6795 | 0.0511 | 0.2056 | 0.2069 | -0.1995 |
Buy And Hold Return (%) | 535.1644 | 535.1644 | 535.1644 | 535.1644 | 535.1644 | 535.1644 |
Max Trade Drawdown | -135035 | -97609 | -89256 | -2889813 | -2972586 | -2625103 |
Profit Factor | 2.3077 | 3.5962 | 1.172 | 1.1682 | 1.338 | 0.9917 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 151 | 62 | 89 | 151 | 62 | 89 |
Losing Trades | 201 | 114 | 87 | 201 | 114 | 87 |
Profitability (%) | 42.8977 | 35.2273 | 50.5682 | 42.8977 | 35.2273 | 50.5682 |
Ratio Avg Win / Avg Loss | 3.0719 | 6.6124 | 1.1457 | 1.5551 | 2.4602 | 0.9694 |
Largest Winning Trade | 703033 | 703033 | 55156 | 4129823 | 4129823 | 1070600 |
Largest Losing Trade | -39219 | -17780 | -39219 | -971789 | -805952 | -971789 |
Avg Bars in Trades | 60 | 65 | 56 | 60 | 65 | 56 |
Avg Bars in Winners | 94 | 116 | 79 | 94 | 116 | 79 |
Avg Bars in Losers | 35 | 38 | 32 | 35 | 38 | 32 |
Bars Traded | 21464 | 11590 | 9874 | 21464 | 11590 | 9874 |
Profit Streak | 0 | 9.6312 | 0 | 0 | 9.6312 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443508 | 366828 | -321389 | -27202 | 204844 | -580338 |
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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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