Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1167915.4967 | 1119773.5634 | 48141.9332 | 31158997.2405 | 27008971.7052 | 4150025.5353 |
Total P&L (%) | 1167.9155 | 1119.7736 | 48.1419 | 31158.9972 | 27008.9717 | 4150.0255 |
Avg Daily Profit (%) | 0.5608 | 0.5376 | 0.0231 | 0.2762 | 0.2694 | 0.1802 |
Buy And Hold Return (%) | 9962.6024 | 9962.6024 | 9962.6024 | 9962.6024 | 9962.6024 | 9962.6024 |
Max Trade Drawdown | -166721 | -112730 | -155117 | -11176481 | -4130832 | -10686065 |
Profit Factor | 1.9609 | 3.0348 | 1.0724 | 1.5634 | 2.112 | 1.1338 |
Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Losing Trades | 193 | 98 | 95 | 193 | 98 | 95 |
Profitability (%) | 43.7318 | 43.0233 | 44.4444 | 43.7318 | 43.0233 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.523 | 4.0191 | 1.3405 | 2.0115 | 2.797 | 1.4172 |
Largest Winning Trade | 328545 | 328545 | 46968 | 7568426 | 7568426 | 4341092 |
Largest Losing Trade | -53732 | -21271 | -53732 | -6738880 | -3218022 | -6738880 |
Avg Bars in Trades | 71 | 74 | 69 | 71 | 74 | 69 |
Avg Bars in Winners | 92 | 94 | 90 | 92 | 94 | 90 |
Avg Bars in Losers | 55 | 59 | 52 | 55 | 59 | 52 |
Bars Traded | 24643 | 12837 | 11806 | 24643 | 12837 | 11806 |
Profit Streak | 15.3566 | 23.6899 | 0 | 15.3566 | 23.6899 | 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 | -150992 | -150879 | -470499 | 303657 | 268435 | -233093 |
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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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