Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863021.331 | 820427.406 | 42593.925 | 17435241.2003 | 32771262.2701 | -15336021.0698 |
Total P&L (%) | 863.0213 | 820.4274 | 42.5939 | 17435.2412 | 32771.2623 | -15336.0211 |
Avg Daily Profit (%) | 0.4651 | 0.4421 | 0.023 | 0.2788 | 0.3128 | 0 |
Buy And Hold Return (%) | 7176.5294 | 7176.5294 | 7176.5294 | 7176.5294 | 7176.5294 | 7176.5294 |
Max Trade Drawdown | -133901 | -70164 | -124529 | -19796393 | -8244312 | -20973937 |
Profit Factor | 1.6915 | 2.5269 | 1.0599 | 1.1417 | 1.605 | 0.7775 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 177 | 92 | 85 | 177 | 92 | 85 |
Losing Trades | 195 | 94 | 101 | 195 | 94 | 101 |
Profitability (%) | 47.5806 | 49.4624 | 45.6989 | 47.5806 | 49.4624 | 45.6989 |
Ratio Avg Win / Avg Loss | 1.8636 | 2.5818 | 1.2595 | 1.2578 | 1.6399 | 0.9238 |
Largest Winning Trade | 107575 | 107575 | 51057 | 8217284 | 8217284 | 5363759 |
Largest Losing Trade | -41970 | -22224 | -41970 | -4829274 | -3887110 | -4829274 |
Avg Bars in Trades | 59 | 60 | 58 | 59 | 60 | 58 |
Avg Bars in Winners | 73 | 73 | 73 | 73 | 73 | 73 |
Avg Bars in Losers | 46 | 47 | 45 | 46 | 47 | 45 |
Bars Traded | 22086 | 11221 | 10865 | 22086 | 11221 | 10865 |
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 | -151265 | -150644 | -483833 | -59019 | 379085 | -582032 |
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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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