Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1355902.475 | 1263398.1435 | 92504.3314 | 51625826.5919 | 34899327.9816 | 16726498.6103 |
Total P&L (%) | 1355.9025 | 1263.3981 | 92.5043 | 51625.8266 | 34899.328 | 16726.4986 |
Avg Daily Profit (%) | 0.5968 | 0.5561 | 0.0407 | 0.2754 | 0.2582 | 0.2259 |
Buy And Hold Return (%) | 7100.8617 | 7100.8617 | 7100.8617 | 7100.8617 | 7100.8617 | 7100.8617 |
Max Trade Drawdown | -167930 | -143209 | -125688 | -44009775 | -21136070 | -23429375 |
Profit Factor | 1.8676 | 2.6842 | 1.1138 | 1.28 | 1.3852 | 1.1784 |
Total Trades | 712 | 356 | 356 | 712 | 356 | 356 |
Winning Trades | 308 | 150 | 158 | 308 | 150 | 158 |
Losing Trades | 404 | 206 | 198 | 404 | 206 | 198 |
Profitability (%) | 43.2584 | 42.1348 | 44.382 | 43.2584 | 42.1348 | 44.382 |
Ratio Avg Win / Avg Loss | 2.4497 | 3.6863 | 1.3958 | 1.679 | 1.9024 | 1.4767 |
Largest Winning Trade | 322773 | 322773 | 44548 | 15502753 | 15502753 | 10261096 |
Largest Losing Trade | -49689 | -26743 | -49689 | -9026330 | -6701509 | -9026330 |
Avg Bars in Trades | 12 | 15 | 10 | 12 | 15 | 10 |
Avg Bars in Winners | 17 | 21 | 13 | 17 | 21 | 13 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 9060 | 5366 | 3694 | 9060 | 5366 | 3694 |
Profit Streak | 4.0022 | 0 | 6.5022 | 4.0022 | 0 | 6.5022 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149646 | -151051 | -399532 | 392859 | 265195 | -20453 |
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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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