Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1644384.245 | 1562986.469 | 81397.7759 | 3071646.0215 | -1915950.4477 | 4987596.4693 |
Total P&L (%) | 1644.3842 | 1562.9865 | 81.3978 | 3071.646 | -1915.9504 | 4987.5965 |
Avg Daily Profit (%) | 0.8777 | 0.8343 | 0.0434 | 0.1847 | 0 | 0.21 |
Buy And Hold Return (%) | 305.644 | 305.644 | 305.644 | 305.644 | 305.644 | 305.644 |
Max Trade Drawdown | -138696 | -137742 | -56205 | -12203658 | -16055112 | -3199239 |
Profit Factor | 2.058 | 2.6708 | 1.1316 | 1.0292 | 0.9705 | 1.1241 |
Total Trades | 608 | 304 | 304 | 608 | 304 | 304 |
Winning Trades | 287 | 133 | 154 | 287 | 133 | 154 |
Losing Trades | 321 | 171 | 150 | 321 | 171 | 150 |
Profitability (%) | 47.2039 | 43.75 | 50.6579 | 47.2039 | 43.75 | 50.6579 |
Ratio Avg Win / Avg Loss | 2.3018 | 3.4338 | 1.1022 | 1.1512 | 1.2477 | 1.0949 |
Largest Winning Trade | 690806 | 690806 | 39471 | 11707891 | 11707891 | 3515098 |
Largest Losing Trade | -43531 | -32634 | -43531 | -2440522 | -2002915 | -2440522 |
Avg Bars in Trades | 36 | 53 | 19 | 36 | 53 | 19 |
Avg Bars in Winners | 44 | 67 | 24 | 44 | 67 | 24 |
Avg Bars in Losers | 29 | 42 | 13 | 29 | 42 | 13 |
Bars Traded | 22218 | 16357 | 5861 | 22218 | 16357 | 5861 |
Profit Streak | 0 | 0 | 28.4734 | 0 | 0 | 28.4734 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 653573 | 562919 | -374526 | -178366 | -580507 | -73917 |
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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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