Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033201.1324 | 1002817.5895 | 30383.543 | 12220436.977 | 39440990.3765 | -27220553.3994 |
Total P&L (%) | 1033.2011 | 1002.8176 | 30.3835 | 12220.437 | 39440.9904 | -27220.5534 |
Avg Daily Profit (%) | 0.5568 | 0.5404 | 0.0164 | 0.2598 | 0.3228 | 0 |
Buy And Hold Return (%) | 5057.8283 | 5057.8283 | 5057.8283 | 5057.8283 | 5057.8283 | 5057.8283 |
Max Trade Drawdown | -117884 | -74651 | -122293 | -44107342 | -22427146 | -34973364 |
Profit Factor | 1.8415 | 2.728 | 1.0469 | 1.0614 | 1.3829 | 0.7164 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 186 | 92 | 94 | 186 | 92 | 94 |
Losing Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Profitability (%) | 50.9589 | 50.5495 | 51.3661 | 50.9589 | 50.5495 | 51.3661 |
Ratio Avg Win / Avg Loss | 1.7722 | 2.6687 | 0.9912 | 1.0215 | 1.3528 | 0.6783 |
Largest Winning Trade | 337610 | 337610 | 51430 | 22114331 | 22114331 | 7881883 |
Largest Losing Trade | -47525 | -34663 | -47525 | -8622488 | -8622488 | -7300133 |
Avg Bars in Trades | 60 | 64 | 56 | 60 | 64 | 56 |
Avg Bars in Winners | 80 | 87 | 73 | 80 | 87 | 73 |
Avg Bars in Losers | 38 | 39 | 37 | 38 | 39 | 37 |
Bars Traded | 21956 | 11673 | 10283 | 21956 | 11673 | 10283 |
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 | -149163 | -149156 | -506752 | -146505 | 365265 | -580198 |
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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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