Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918726.4075 | 825470.289 | 93256.1185 | 10460520.3763 | 15293238.0175 | -4832717.6411 |
Total P&L (%) | 918.7264 | 825.4703 | 93.2561 | 10460.5204 | 15293.238 | -4832.7176 |
Avg Daily Profit (%) | 0.5031 | 0.452 | 0.0511 | 0.2555 | 0.2762 | 0 |
Buy And Hold Return (%) | 621.542 | 621.542 | 621.542 | 621.542 | 621.542 | 621.542 |
Max Trade Drawdown | -88337 | -49226 | -98410 | -11383855 | -7037924 | -7739864 |
Profit Factor | 1.7449 | 2.5341 | 1.1341 | 1.1181 | 1.3812 | 0.9003 |
Total Trades | 519 | 260 | 259 | 519 | 260 | 259 |
Winning Trades | 255 | 131 | 124 | 255 | 131 | 124 |
Losing Trades | 264 | 129 | 135 | 264 | 129 | 135 |
Profitability (%) | 49.1329 | 50.3846 | 47.8764 | 49.1329 | 50.3846 | 47.8764 |
Ratio Avg Win / Avg Loss | 1.8065 | 2.4954 | 1.2347 | 1.1576 | 1.3601 | 0.9801 |
Largest Winning Trade | 217189 | 217189 | 77644 | 8539302 | 8539302 | 6216183 |
Largest Losing Trade | -28370 | -18599 | -28370 | -2687503 | -1687566 | -2687503 |
Avg Bars in Trades | 41 | 26 | 56 | 41 | 26 | 56 |
Avg Bars in Winners | 61 | 34 | 89 | 61 | 34 | 89 |
Avg Bars in Losers | 22 | 18 | 27 | 22 | 18 | 27 |
Bars Traded | 21658 | 6900 | 14758 | 21658 | 6900 | 14758 |
Profit Streak | 13.575 | 16.6584 | 0 | 13.575 | 16.6584 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110 | -46478 | -363496 | -79141 | 412913 | -580804 |
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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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