Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032420.3728 | 931431.5535 | 100988.8193 | 9506726.041 | 18210746.2288 | -8704020.1878 |
Total P&L (%) | 1032.4204 | 931.4316 | 100.9888 | 9506.726 | 18210.7462 | -8704.0202 |
Avg Daily Profit (%) | 0.5663 | 0.5109 | 0.0554 | 0.2507 | 0.2862 | 0 |
Buy And Hold Return (%) | 885.8428 | 885.8428 | 885.8428 | 885.8428 | 885.8428 | 885.8428 |
Max Trade Drawdown | -135571 | -96403 | -110675 | -44574716 | -28273177 | -30151312 |
Profit Factor | 1.9035 | 2.8195 | 1.1601 | 1.0611 | 1.2479 | 0.8939 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Losing Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Profitability (%) | 51.1182 | 51.2821 | 50.9554 | 51.1182 | 51.2821 | 50.9554 |
Ratio Avg Win / Avg Loss | 1.8202 | 2.6785 | 1.1166 | 1.0147 | 1.1855 | 0.8604 |
Largest Winning Trade | 267226 | 267226 | 71521 | 24069903 | 24069903 | 8620433 |
Largest Losing Trade | -33449 | -22964 | -33449 | -7456489 | -6726344 | -7456489 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 7038 | 3253 | 3785 | 7038 | 3253 | 3785 |
Profit Streak | 0 | 22.5849 | 0 | 0 | 22.5849 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97457 | -132437 | -328491 | -142758 | 352548 | -580109 |
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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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