Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220694.1709 | 995699.1995 | 224994.9715 | 56843048.9794 | 34259263.9201 | 22583785.0593 |
Total P&L (%) | 1220.6942 | 995.6992 | 224.995 | 56843.049 | 34259.2639 | 22583.7851 |
Avg Daily Profit (%) | 0.6739 | 0.5497 | 0.1242 | 0.3509 | 0.3229 | 0.2999 |
Buy And Hold Return (%) | 437.6984 | 437.6984 | 437.6984 | 437.6984 | 437.6984 | 437.6984 |
Max Trade Drawdown | -110836 | -111974 | -57907 | -34093106 | -18261183 | -26764108 |
Profit Factor | 1.6981 | 2.0767 | 1.2731 | 1.2132 | 1.2539 | 1.1715 |
Total Trades | 678 | 339 | 339 | 678 | 339 | 339 |
Winning Trades | 287 | 134 | 153 | 287 | 134 | 153 |
Losing Trades | 391 | 205 | 186 | 391 | 205 | 186 |
Profitability (%) | 42.3304 | 39.528 | 45.1327 | 42.3304 | 39.528 | 45.1327 |
Ratio Avg Win / Avg Loss | 2.3134 | 3.177 | 1.5477 | 1.6528 | 1.9183 | 1.4242 |
Largest Winning Trade | 273006 | 273006 | 28977 | 13710349 | 13710349 | 10840436 |
Largest Losing Trade | -29502 | -29502 | -15729 | -10930116 | -7863454 | -10930116 |
Avg Bars in Trades | 15 | 21 | 10 | 15 | 21 | 10 |
Avg Bars in Winners | 22 | 33 | 13 | 22 | 33 | 13 |
Avg Bars in Losers | 11 | 13 | 8 | 11 | 13 | 8 |
Bars Traded | 10823 | 7253 | 3570 | 10823 | 7253 | 3570 |
Profit Streak | 5.184 | 6.5173 | 0 | 5.184 | 6.5173 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488047 | 289087 | -192346 | 415507 | 292081 | -23366 |
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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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