Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094971.4616 | 973308.7554 | 121662.7063 | 12317837.9891 | 14989927.7163 | -2672089.7273 |
Total P&L (%) | 1094.9715 | 973.3088 | 121.6627 | 12317.838 | 14989.9277 | -2672.0897 |
Avg Daily Profit (%) | 0.5256 | 0.4672 | 0.0584 | 0.2317 | 0.2411 | 0 |
Buy And Hold Return (%) | 895.1192 | 895.1192 | 895.1192 | 895.1192 | 895.1192 | 895.1192 |
Max Trade Drawdown | -119837 | -128600 | -53660 | -24222611 | -17543086 | -7197085 |
Profit Factor | 1.6845 | 1.8416 | 1.2745 | 1.1419 | 1.2508 | 0.9011 |
Total Trades | 656 | 328 | 328 | 656 | 328 | 328 |
Winning Trades | 368 | 168 | 200 | 368 | 168 | 200 |
Losing Trades | 288 | 160 | 128 | 288 | 160 | 128 |
Profitability (%) | 56.0976 | 51.2195 | 60.9756 | 56.0976 | 51.2195 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.3183 | 1.7539 | 0.8157 | 0.8937 | 1.1913 | 0.5767 |
Largest Winning Trade | 253877 | 253877 | 22462 | 15465310 | 15465310 | 2052951 |
Largest Losing Trade | -33374 | -33374 | -30079 | -6012007 | -6012007 | -2427752 |
Avg Bars in Trades | 37 | 66 | 9 | 37 | 66 | 9 |
Avg Bars in Winners | 31 | 57 | 8 | 31 | 57 | 8 |
Avg Bars in Losers | 46 | 74 | 10 | 46 | 74 | 10 |
Bars Traded | 24771 | 21653 | 3118 | 24771 | 21653 | 3118 |
Profit Streak | 12.0682 | 12.0682 | 12.3182 | 12.0682 | 12.0682 | 12.3182 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77684 | -122846 | -278513 | -52012 | 364044 | -576833 |
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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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