Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1411727.49 | 1301114.6378 | 110612.8523 | 5362918.1131 | 6022513.8955 | -659595.7823 |
Total P&L (%) | 1411.7275 | 1301.1146 | 110.6129 | 5362.9181 | 6022.5139 | -659.5958 |
Avg Daily Profit (%) | 0.7789 | 0.7179 | 0.061 | 0.221 | 0.2273 | 0 |
Buy And Hold Return (%) | 489.5366 | 489.5366 | 489.5366 | 489.5366 | 489.5366 | 489.5366 |
Max Trade Drawdown | -107774 | -100529 | -63811 | -13279805 | -8814116 | -6232607 |
Profit Factor | 2.1737 | 3.3198 | 1.1723 | 1.0955 | 1.2454 | 0.9791 |
Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
Winning Trades | 187 | 83 | 104 | 187 | 83 | 104 |
Losing Trades | 239 | 130 | 109 | 239 | 130 | 109 |
Profitability (%) | 43.8967 | 38.9671 | 48.8263 | 43.8967 | 38.9671 | 48.8263 |
Ratio Avg Win / Avg Loss | 2.7782 | 5.1997 | 1.2287 | 1.4002 | 1.9506 | 1.0262 |
Largest Winning Trade | 790468 | 790468 | 41419 | 7071140 | 7071140 | 2992193 |
Largest Losing Trade | -34595 | -21492 | -34595 | -2364388 | -1729131 | -2364388 |
Avg Bars in Trades | 50 | 59 | 40 | 50 | 59 | 40 |
Avg Bars in Winners | 73 | 108 | 46 | 73 | 108 | 46 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 21437 | 12718 | 8719 | 21437 | 12718 | 8719 |
Profit Streak | 9.9434 | 0 | 13.2767 | 9.9434 | 0 | 13.2767 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519256 | 419935 | -307472 | -106718 | 194433 | -578403 |
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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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