Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824374.6066 | 681335.8226 | 143038.7841 | 16760736.3237 | 19183932.4268 | -2423196.1032 |
Total P&L (%) | 824.3746 | 681.3358 | 143.0388 | 16760.7363 | 19183.9324 | -2423.1961 |
Avg Daily Profit (%) | 0.4514 | 0.3731 | 0.0783 | 0.2812 | 0.2886 | 0 |
Buy And Hold Return (%) | 682.3372 | 682.3372 | 682.3372 | 682.3372 | 682.3372 | 682.3372 |
Max Trade Drawdown | -83510 | -66032 | -96087 | -13399467 | -8110085 | -14044717 |
Profit Factor | 1.5891 | 2.0338 | 1.1932 | 1.1853 | 1.4605 | 0.9504 |
Total Trades | 541 | 271 | 270 | 541 | 271 | 270 |
Winning Trades | 269 | 130 | 139 | 269 | 130 | 139 |
Losing Trades | 272 | 141 | 131 | 272 | 141 | 131 |
Profitability (%) | 49.7227 | 47.9705 | 51.4815 | 49.7227 | 47.9705 | 51.4815 |
Ratio Avg Win / Avg Loss | 1.6068 | 2.2059 | 1.1245 | 1.1985 | 1.5841 | 0.8957 |
Largest Winning Trade | 93252 | 93252 | 50081 | 4194715 | 3975228 | 4194715 |
Largest Losing Trade | -30834 | -22488 | -30834 | -3551845 | -3330799 | -3551845 |
Avg Bars in Trades | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Winners | 49 | 40 | 58 | 49 | 40 | 58 |
Avg Bars in Losers | 30 | 30 | 31 | 30 | 30 | 31 |
Bars Traded | 21750 | 9553 | 12197 | 21750 | 9553 | 12197 |
Profit Streak | 4.7714 | 24.6881 | 0 | 4.7714 | 24.6881 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84646 | -150857 | -261082 | -4790 | 450296 | -579729 |
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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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