Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1172539.0468 | 1069895.049 | 102643.9979 | 4892964.1881 | 7710628.3408 | -2817664.1527 |
Total P&L (%) | 1172.539 | 1069.895 | 102.644 | 4892.9642 | 7710.6283 | -2817.6642 |
Avg Daily Profit (%) | 0.6456 | 0.589 | 0.0565 | 0.2155 | 0.2402 | 0 |
Buy And Hold Return (%) | 613.0751 | 613.0751 | 613.0751 | 613.0751 | 613.0751 | 613.0751 |
Max Trade Drawdown | -300082 | -229151 | -95286 | -24637088 | -19001435 | -7593523 |
Profit Factor | 1.7971 | 2.1839 | 1.1809 | 1.0645 | 1.1596 | 0.8979 |
Total Trades | 478 | 239 | 239 | 478 | 239 | 239 |
Winning Trades | 219 | 99 | 120 | 219 | 99 | 120 |
Losing Trades | 259 | 140 | 119 | 259 | 140 | 119 |
Profitability (%) | 45.8159 | 41.4226 | 50.2092 | 45.8159 | 41.4226 | 50.2092 |
Ratio Avg Win / Avg Loss | 2.1253 | 3.0883 | 1.1711 | 1.2589 | 1.6398 | 0.8904 |
Largest Winning Trade | 399774 | 399774 | 31125 | 9757341 | 9757341 | 2120454 |
Largest Losing Trade | -33178 | -33178 | -18070 | -5695906 | -5695906 | -2663591 |
Avg Bars in Trades | 11 | 17 | 4 | 11 | 17 | 4 |
Avg Bars in Winners | 14 | 26 | 5 | 14 | 26 | 5 |
Avg Bars in Losers | 8 | 11 | 4 | 8 | 11 | 4 |
Bars Traded | 5388 | 4251 | 1137 | 5388 | 4251 | 1137 |
Profit Streak | 0 | 39.5873 | 0 | 0 | 39.5873 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321525 | 215835 | -303748 | -140313 | -36449 | -579778 |
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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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