Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1216776.022 | 1204351.807 | 12424.2149 | 7721695.3046 | 40867707.6661 | -33146012.3615 |
Total P&L (%) | 1216.776 | 1204.3518 | 12.4242 | 7721.6953 | 40867.7077 | -33146.0124 |
Avg Daily Profit (%) | 0.5364 | 0.5309 | 0.0055 | 0.1924 | 0.2655 | 0 |
Buy And Hold Return (%) | 9430.365 | 9430.365 | 9430.365 | 9430.365 | 9430.365 | 9430.365 |
Max Trade Drawdown | -222152 | -123795 | -162965 | -60532288 | -30836291 | -49481972 |
Profit Factor | 1.9042 | 3.0239 | 1.0166 | 1.0346 | 1.3914 | 0.721 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 163 | 73 | 90 | 163 | 73 | 90 |
Losing Trades | 148 | 82 | 66 | 148 | 82 | 66 |
Profitability (%) | 52.4116 | 47.0968 | 57.6923 | 52.4116 | 47.0968 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.729 | 3.3967 | 0.7455 | 0.9394 | 1.5629 | 0.5288 |
Largest Winning Trade | 323680 | 323680 | 39497 | 22569242 | 22569242 | 13775258 |
Largest Losing Trade | -63257 | -29312 | -63257 | -28151850 | -12323741 | -28151850 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4466 | 2227 | 2239 | 4466 | 2227 | 2239 |
Profit Streak | 0 | 51.3743 | 0 | 0 | 51.3743 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149032 | -148317 | -553731 | -339732 | 332778 | -579241 |
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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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