Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497869.928 | 1350002.5481 | 147867.3799 | 118037266.06 | 79559785.5953 | 38477480.4647 |
Total P&L (%) | 1497.8699 | 1350.0025 | 147.8674 | 118037.2661 | 79559.7856 | 38477.4805 |
Avg Daily Profit (%) | 0.6604 | 0.5952 | 0.0652 | 0.3124 | 0.295 | 0.2629 |
Buy And Hold Return (%) | 8899.3221 | 8899.3221 | 8899.3221 | 8899.3221 | 8899.3221 | 8899.3221 |
Max Trade Drawdown | -106484 | -77407 | -196445 | -54220878 | -39293553 | -36893517 |
Profit Factor | 1.9866 | 2.8698 | 1.1857 | 1.3658 | 1.4553 | 1.2602 |
Total Trades | 563 | 281 | 282 | 563 | 281 | 282 |
Winning Trades | 227 | 105 | 122 | 227 | 105 | 122 |
Losing Trades | 336 | 176 | 160 | 336 | 176 | 160 |
Profitability (%) | 40.3197 | 37.3665 | 43.2624 | 40.3197 | 37.3665 | 43.2624 |
Ratio Avg Win / Avg Loss | 2.9404 | 4.8103 | 1.555 | 2.0217 | 2.4393 | 1.6527 |
Largest Winning Trade | 418484 | 418484 | 34355 | 34288524 | 34288524 | 17301068 |
Largest Losing Trade | -79027 | -16727 | -79027 | -18531850 | -18531850 | -11251874 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 6751 | 3417 | 3334 | 6751 | 3417 | 3334 |
Profit Streak | 0 | 17.344 | 0 | 0 | 17.344 | 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 | -150575 | -152035 | -288227 | 361827 | 282281 | 222108 |
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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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