Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917740.496 | 733059.0032 | 184681.4928 | 27486641.4287 | 24937186.0384 | 2549455.3903 |
Total P&L (%) | 917.7405 | 733.059 | 184.6815 | 27486.6414 | 24937.186 | 2549.4554 |
Avg Daily Profit (%) | 0.5047 | 0.4032 | 0.1016 | 0.3095 | 0.3042 | 0.1804 |
Buy And Hold Return (%) | 653.0159 | 653.0159 | 653.0159 | 653.0159 | 653.0159 | 653.0159 |
Max Trade Drawdown | -91968 | -55620 | -90785 | -31311318 | -15059703 | -20262197 |
Profit Factor | 1.8444 | 2.5203 | 1.3054 | 1.1933 | 1.3711 | 1.034 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 173 | 80 | 93 | 173 | 80 | 93 |
Losing Trades | 195 | 104 | 91 | 195 | 104 | 91 |
Profitability (%) | 47.0109 | 43.4783 | 50.5435 | 47.0109 | 43.4783 | 50.5435 |
Ratio Avg Win / Avg Loss | 2.079 | 3.2764 | 1.2774 | 1.3451 | 1.7824 | 1.0118 |
Largest Winning Trade | 113857 | 113857 | 48402 | 11346050 | 11346050 | 7872441 |
Largest Losing Trade | -34252 | -34252 | -34173 | -10107429 | -4984838 | -10107429 |
Avg Bars in Trades | 58 | 51 | 65 | 58 | 51 | 65 |
Avg Bars in Winners | 84 | 77 | 89 | 84 | 77 | 89 |
Avg Bars in Losers | 35 | 31 | 40 | 35 | 31 | 40 |
Bars Traded | 21492 | 9463 | 12029 | 21492 | 9463 | 12029 |
Profit Streak | 10.6111 | 16.2778 | 10.6111 | 10.6111 | 16.2778 | 10.6111 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23656 | -114617 | -221916 | 106035 | 324193 | -176440 |
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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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