Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306351.5988 | 815355.081 | -509003.4822 | 77384533.1733 | 26239692.5889 | 51144840.5844 |
Total P&L (%) | 306.3516 | 815.3551 | -509.0035 | 77384.5332 | 26239.6926 | 51144.8406 |
Avg Daily Profit (%) | 0.1356 | 0.3608 | -0.2252 | 0.2948 | 0.2469 | 0.2765 |
Buy And Hold Return (%) | 8569.949 | 8569.949 | 8569.949 | 8569.949 | 8569.949 | 8569.949 |
Max Trade Drawdown | -488664 | -61883 | -664386 | -35249695 | -18604261 | -28576405 |
Profit Factor | 1.2045 | 3.1626 | 0.546 | 1.5021 | 1.3432 | 1.6585 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 94 | 46 | 48 | 98 | 53 | 45 |
Losing Trades | 84 | 43 | 41 | 80 | 36 | 44 |
Profitability (%) | 52.809 | 51.6854 | 53.9326 | 55.0562 | 59.5506 | 50.5618 |
Ratio Avg Win / Avg Loss | 1.0764 | 2.9563 | 0.4664 | 1.2262 | 0.9124 | 1.6216 |
Largest Winning Trade | 261632 | 261632 | 41152 | 35700011 | 15341012 | 35700011 |
Largest Losing Trade | -432192 | -32636 | -432192 | -18604261 | -18604261 | -11704280 |
Avg Bars in Trades | 74 | 72 | 77 | 74 | 72 | 77 |
Avg Bars in Winners | 69 | 67 | 70 | 75 | 71 | 80 |
Avg Bars in Losers | 81 | 77 | 85 | 73 | 72 | 75 |
Bars Traded | 13347 | 6417 | 6928 | 13347 | 6417 | 6928 |
Profit Streak | 3.8595 | 17.0261 | 0 | 3.8595 | 17.0261 | 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 | -177385 | -149849 | -580584 | 410562 | 200033 | 392434 |
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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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