Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1142776.7999 | 985375.8289 | 157400.971 | 23912271.3681 | 32318612.1194 | -8406340.7513 |
Total P&L (%) | 1142.7768 | 985.3758 | 157.401 | 23912.2714 | 32318.6121 | -8406.3408 |
Avg Daily Profit (%) | 0.6253 | 0.5391 | 0.0861 | 0.3003 | 0.3168 | 0 |
Buy And Hold Return (%) | 637.3932 | 637.3932 | 637.3932 | 637.3932 | 637.3932 | 637.3932 |
Max Trade Drawdown | -100014 | -55964 | -119807 | -25307081 | -18582392 | -21095281 |
Profit Factor | 1.8597 | 2.7016 | 1.2098 | 1.1265 | 1.3881 | 0.9205 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Losing Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Profitability (%) | 42.2652 | 41.989 | 42.5414 | 42.2652 | 41.989 | 42.5414 |
Ratio Avg Win / Avg Loss | 2.5404 | 3.7325 | 1.634 | 1.5388 | 1.9178 | 1.2433 |
Largest Winning Trade | 286454 | 286454 | 44672 | 13205492 | 13205492 | 6573890 |
Largest Losing Trade | -26916 | -23704 | -26916 | -6826414 | -5182950 | -6826414 |
Avg Bars in Trades | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 5455 | 2823 | 2632 | 5455 | 2823 | 2632 |
Profit Streak | 5.5149 | 17.1816 | 0 | 5.5149 | 17.1816 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 244833 | 172690 | -245342 | -71507 | 338106 | -581341 |
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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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