Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923096.4412 | 705632.2421 | 217464.1991 | 17276434.2203 | -27775708.0991 | 45052142.3194 |
Total P&L (%) | 923.0964 | 705.6322 | 217.4642 | 17276.4342 | -27775.7081 | 45052.1423 |
Avg Daily Profit (%) | 0.4431 | 0.3387 | 0.1044 | 0.2479 | 0 | 0.2938 |
Buy And Hold Return (%) | 39.1534 | 39.1534 | 39.1534 | 39.1534 | 39.1534 | 39.1534 |
Max Trade Drawdown | -119754 | -121273 | -28966 | -67463941 | -76710856 | -7635003 |
Profit Factor | 1.8689 | 1.7828 | 2.3518 | 1.0719 | 0.8741 | 3.2782 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Profitability (%) | 74.7024 | 75 | 74.4048 | 74.7024 | 75 | 74.4048 |
Ratio Avg Win / Avg Loss | 0.6329 | 0.5943 | 0.809 | 0.363 | 0.2914 | 1.1277 |
Largest Winning Trade | 52713 | 52713 | 25989 | 10752966 | 10752966 | 5464584 |
Largest Losing Trade | -73247 | -73247 | -25269 | -31872718 | -31872718 | -4421661 |
Avg Bars in Trades | 74 | 142 | 5 | 74 | 142 | 5 |
Avg Bars in Winners | 37 | 70 | 3 | 37 | 70 | 3 |
Avg Bars in Losers | 181 | 355 | 11 | 181 | 355 | 11 |
Bars Traded | 24872 | 23882 | 991 | 24872 | 23882 | 991 |
Profit Streak | 9.3412 | 10.4246 | 9.3412 | 9.3412 | 10.4246 | 9.3412 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 610384 | 505630 | -48459 | -128605 | -576559 | 663403 |
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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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