Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036378.7293 | 978404.8466 | 57973.8827 | 26047454.3747 | 26693378.3665 | -645923.9918 |
Total P&L (%) | 1036.3787 | 978.4048 | 57.9739 | 26047.4544 | 26693.3784 | -645.924 |
Avg Daily Profit (%) | 0.5583 | 0.5271 | 0.0312 | 0.3003 | 0.3016 | 0 |
Buy And Hold Return (%) | 6327.8278 | 6327.8278 | 6327.8278 | 6327.8278 | 6327.8278 | 6327.8278 |
Max Trade Drawdown | -89729 | -77790 | -162099 | -13554336 | -8951038 | -11511896 |
Profit Factor | 1.8291 | 2.4167 | 1.1036 | 1.3551 | 1.7129 | 0.982 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 170 | 78 | 92 | 170 | 78 | 92 |
Losing Trades | 204 | 109 | 95 | 204 | 109 | 95 |
Profitability (%) | 45.4545 | 41.7112 | 49.1979 | 45.4545 | 41.7112 | 49.1979 |
Ratio Avg Win / Avg Loss | 2.1949 | 3.3772 | 1.1396 | 1.6262 | 2.3937 | 1.014 |
Largest Winning Trade | 153835 | 153835 | 50012 | 9523418 | 9523418 | 3008107 |
Largest Losing Trade | -34591 | -34591 | -27395 | -4237210 | -2672873 | -4237210 |
Avg Bars in Trades | 14 | 22 | 7 | 14 | 22 | 7 |
Avg Bars in Winners | 19 | 33 | 7 | 19 | 33 | 7 |
Avg Bars in Losers | 10 | 14 | 6 | 10 | 14 | 6 |
Bars Traded | 5536 | 4182 | 1354 | 5536 | 4182 | 1354 |
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 | -150741 | -152862 | -423080 | 315847 | 273687 | -578721 |
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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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