Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1006125.4908 | 796555.0346 | 209570.4562 | 20497938.3284 | -4164925.3177 | 24662863.646 |
Total P&L (%) | 1006.1255 | 796.555 | 209.5705 | 20497.9383 | -4164.9253 | 24662.8636 |
Avg Daily Profit (%) | 0.4829 | 0.3823 | 0.1006 | 0.2561 | 0 | 0.2649 |
Buy And Hold Return (%) | 82.0202 | 82.0202 | 82.0202 | 82.0202 | 82.0202 | 82.0202 |
Max Trade Drawdown | -111550 | -70634 | -192896 | -48498867 | -33575881 | -21337506 |
Profit Factor | 1.5831 | 1.9935 | 1.2269 | 1.1263 | 0.9524 | 1.3296 |
Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Winning Trades | 189 | 91 | 98 | 189 | 91 | 98 |
Losing Trades | 325 | 166 | 159 | 325 | 166 | 159 |
Profitability (%) | 36.7704 | 35.4086 | 38.1323 | 36.7704 | 35.4086 | 38.1323 |
Ratio Avg Win / Avg Loss | 2.7223 | 3.6366 | 1.9906 | 1.9368 | 1.7373 | 2.1573 |
Largest Winning Trade | 188508 | 188508 | 61706 | 9868874 | 9281129 | 9868874 |
Largest Losing Trade | -26798 | -17029 | -26798 | -8070963 | -8070963 | -7898288 |
Avg Bars in Trades | 48 | 47 | 49 | 48 | 47 | 49 |
Avg Bars in Winners | 87 | 86 | 87 | 87 | 86 | 87 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 24897 | 12214 | 12683 | 24897 | 12214 | 12683 |
Profit Streak | 10.503 | 0 | 12.253 | 10.503 | 0 | 12.253 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416664 | 305949 | -64646 | -73769 | -582885 | 243431 |
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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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