Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995393.5919 | 913258.9062 | 82134.6857 | 4593430.5462 | 14113015.4302 | -9519584.884 |
Total P&L (%) | 995.3936 | 913.2589 | 82.1347 | 4593.4305 | 14113.0154 | -9519.5849 |
Avg Daily Profit (%) | 0.5467 | 0.5016 | 0.0451 | 0.2116 | 0.2726 | 0 |
Buy And Hold Return (%) | 741.5199 | 741.5199 | 741.5199 | 741.5199 | 741.5199 | 741.5199 |
Max Trade Drawdown | -111425 | -66230 | -108344 | -17405424 | -6555410 | -14446533 |
Profit Factor | 1.7414 | 2.4377 | 1.1161 | 1.0531 | 1.3618 | 0.7998 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 139 | 71 | 68 | 139 | 71 | 68 |
Losing Trades | 196 | 97 | 99 | 196 | 97 | 99 |
Profitability (%) | 41.4925 | 42.2619 | 40.7186 | 41.4925 | 42.2619 | 40.7186 |
Ratio Avg Win / Avg Loss | 2.4555 | 3.3303 | 1.6249 | 1.4849 | 1.8605 | 1.1644 |
Largest Winning Trade | 328480 | 328480 | 48728 | 9466617 | 9466617 | 2006262 |
Largest Losing Trade | -26916 | -20699 | -26916 | -5537736 | -2278232 | -5537736 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 5406 | 2879 | 2528 | 5406 | 2879 | 2528 |
Profit Streak | 13.6379 | 18.6379 | 0 | 13.6379 | 18.6379 | 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 | -45638 | -80308 | -393130 | -155226 | 301876 | -582123 |
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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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