Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1043349.9612 | 1007427.2718 | 35922.6895 | 15458321.5618 | 16895425.7882 | -1437104.2264 |
Total P&L (%) | 1043.35 | 1007.4273 | 35.9227 | 15458.3216 | 16895.4258 | -1437.1042 |
Avg Daily Profit (%) | 0.5585 | 0.5393 | 0.0192 | 0.2705 | 0.2753 | 0 |
Buy And Hold Return (%) | 6147.8393 | 6147.8393 | 6147.8393 | 6147.8393 | 6147.8393 | 6147.8393 |
Max Trade Drawdown | -134687 | -177925 | -98835 | -9451486 | -8976980 | -4238733 |
Profit Factor | 1.7558 | 2.2671 | 1.0614 | 1.2749 | 1.5003 | 0.936 |
Total Trades | 505 | 253 | 252 | 505 | 253 | 252 |
Winning Trades | 257 | 119 | 138 | 257 | 119 | 138 |
Losing Trades | 248 | 134 | 114 | 248 | 134 | 114 |
Profitability (%) | 50.8911 | 47.0356 | 54.7619 | 50.8911 | 47.0356 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.6943 | 2.5529 | 0.8768 | 1.2303 | 1.6894 | 0.7732 |
Largest Winning Trade | 173086 | 173086 | 36858 | 5143322 | 5143322 | 1660429 |
Largest Losing Trade | -28374 | -28374 | -25750 | -2140167 | -2018605 | -2140167 |
Avg Bars in Trades | 44 | 68 | 19 | 44 | 68 | 19 |
Avg Bars in Winners | 55 | 96 | 21 | 55 | 96 | 21 |
Avg Bars in Losers | 31 | 44 | 17 | 31 | 44 | 17 |
Bars Traded | 22321 | 17410 | 4911 | 22321 | 17410 | 4911 |
Profit Streak | 32.5315 | 52.5315 | 0 | 32.5315 | 52.5315 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148051 | -149922 | -485978 | 299654 | 301212 | -579120 |
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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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