Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595072.7944 | 637480.2305 | -42407.4361 | -14007545.0919 | -4478586.9099 | -9528958.182 |
Total P&L (%) | 595.0728 | 637.4802 | -42.4074 | -14007.5451 | -4478.5869 | -9528.9582 |
Avg Daily Profit (%) | 0.3159 | 0.3385 | -0.0225 | 0 | 0 | 0 |
Buy And Hold Return (%) | 244.3333 | 244.3333 | 244.3333 | 244.3333 | 244.3333 | 244.3333 |
Max Trade Drawdown | -338732 | -66704 | -380370 | -24843088 | -10521387 | -15587763 |
Profit Factor | 1.4972 | 2.2921 | 0.9397 | 0.7008 | 0.7945 | 0.6191 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 126 | 58 | 68 | 112 | 60 | 52 |
Losing Trades | 111 | 60 | 51 | 125 | 58 | 67 |
Profitability (%) | 53.1646 | 49.1525 | 57.1429 | 47.2574 | 50.8475 | 43.6975 |
Ratio Avg Win / Avg Loss | 1.3189 | 2.3711 | 0.7048 | 0.7821 | 0.768 | 0.7977 |
Largest Winning Trade | 135755 | 135755 | 58004 | 6089903 | 2738054 | 6089903 |
Largest Losing Trade | -242820 | -30697 | -242820 | -5592182 | -4118768 | -5592182 |
Avg Bars in Trades | 94 | 73 | 114 | 94 | 73 | 114 |
Avg Bars in Winners | 101 | 63 | 134 | 80 | 71 | 90 |
Avg Bars in Losers | 85 | 83 | 87 | 106 | 75 | 133 |
Bars Traded | 22354 | 8706 | 13648 | 22354 | 8706 | 13648 |
Profit Streak | 3.609 | 0 | 32.359 | 0 | 18.9423 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266434 | 344022 | -578637 | -580604 | -580348 | -583466 |
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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) |
---|