Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125606.0756 | 1020843.8917 | 104762.1839 | 68746657.0895 | 135656492.7022 | -66909835.6127 |
Total P&L (%) | 1125.6061 | 1020.8439 | 104.7622 | 68746.6571 | 135656.4927 | -66909.8356 |
Avg Daily Profit (%) | 0.6073 | 0.5507 | 0.0565 | 0.3532 | 0.3899 | 0 |
Buy And Hold Return (%) | 6068.2912 | 6068.2912 | 6068.2912 | 6068.2912 | 6068.2912 | 6068.2912 |
Max Trade Drawdown | -95987 | -69858 | -96967 | -94918090 | -73009426 | -88004756 |
Profit Factor | 1.7821 | 2.4195 | 1.1455 | 1.123 | 1.4712 | 0.7532 |
Total Trades | 481 | 241 | 240 | 481 | 241 | 240 |
Winning Trades | 209 | 109 | 100 | 209 | 109 | 100 |
Losing Trades | 272 | 132 | 140 | 272 | 132 | 140 |
Profitability (%) | 43.4511 | 45.2282 | 41.6667 | 43.4511 | 45.2282 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.3193 | 2.9301 | 1.6037 | 1.4615 | 1.7816 | 1.0544 |
Largest Winning Trade | 143872 | 143872 | 52577 | 38812361 | 38812361 | 18190787 |
Largest Losing Trade | -23019 | -21109 | -23019 | -17058590 | -17058590 | -9121150 |
Avg Bars in Trades | 45 | 52 | 39 | 45 | 52 | 39 |
Avg Bars in Winners | 67 | 76 | 57 | 67 | 76 | 57 |
Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
Bars Traded | 22112 | 12658 | 9454 | 22112 | 12658 | 9454 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150912 | -151282 | -345140 | -75932 | 387064 | -581651 |
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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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