Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002360.8595 | 787954.198 | 214406.6614 | 66749278.0682 | 45916079.539 | 20833198.5291 |
Total P&L (%) | 1002.3609 | 787.9542 | 214.4067 | 66749.2781 | 45916.0795 | 20833.1985 |
Avg Daily Profit (%) | 0.5533 | 0.435 | 0.1184 | 0.3597 | 0.3391 | 0.2954 |
Buy And Hold Return (%) | 553.6068 | 553.6068 | 553.6068 | 553.6068 | 553.6068 | 553.6068 |
Max Trade Drawdown | -62845 | -54474 | -47009 | -42704649 | -29479136 | -32802450 |
Profit Factor | 2.2038 | 3.0601 | 1.4763 | 1.3038 | 1.4585 | 1.1742 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 53.2189 | 52.1368 | 54.3103 | 53.2189 | 52.1368 | 54.3103 |
Ratio Avg Win / Avg Loss | 1.9372 | 2.8092 | 1.242 | 1.1461 | 1.3389 | 0.9878 |
Largest Winning Trade | 173036 | 173036 | 76629 | 26130813 | 26130813 | 17244806 |
Largest Losing Trade | -32213 | -32213 | -25540 | -19049202 | -11249786 | -19049202 |
Avg Bars in Trades | 91 | 84 | 99 | 91 | 84 | 99 |
Avg Bars in Winners | 107 | 85 | 128 | 107 | 85 | 128 |
Avg Bars in Losers | 74 | 83 | 64 | 74 | 83 | 64 |
Bars Traded | 21386 | 9898 | 11488 | 21386 | 9898 | 11488 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314503 | -18155 | -199298 | 401277 | 371243 | -21377 |
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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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