Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1484928.2881 | 1395227.3797 | 89700.9085 | 42805423.7766 | 29888893.7303 | 12916530.0464 |
Total P&L (%) | 1484.9283 | 1395.2274 | 89.7009 | 42805.4238 | 29888.8937 | 12916.53 |
Avg Daily Profit (%) | 0.6569 | 0.6172 | 0.0397 | 0.2685 | 0.2526 | 0.2156 |
Buy And Hold Return (%) | 8199.6272 | 8199.6272 | 8199.6272 | 8199.6272 | 8199.6272 | 8199.6272 |
Max Trade Drawdown | -175572 | -117096 | -199494 | -16184852 | -18043167 | -13331313 |
Profit Factor | 1.954 | 2.8598 | 1.1113 | 1.3624 | 1.4507 | 1.2493 |
Total Trades | 517 | 258 | 259 | 517 | 258 | 259 |
Winning Trades | 231 | 113 | 118 | 231 | 113 | 118 |
Losing Trades | 286 | 145 | 141 | 286 | 145 | 141 |
Profitability (%) | 44.6809 | 43.7985 | 45.5598 | 44.6809 | 43.7985 | 45.5598 |
Ratio Avg Win / Avg Loss | 2.4193 | 3.6696 | 1.3278 | 1.6867 | 1.8615 | 1.4928 |
Largest Winning Trade | 516918 | 516918 | 39602 | 18462852 | 18462852 | 5602113 |
Largest Losing Trade | -59617 | -25981 | -59617 | -8103750 | -6649521 | -8103750 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 23 | 23 | 22 | 23 | 23 | 22 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 8972 | 4643 | 4329 | 8972 | 4643 | 4329 |
Profit Streak | 0 | 9.5477 | 0 | 0 | 9.5477 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149212 | -149388 | -404476 | 357254 | 266094 | -2424 |
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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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