Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768348.8141 | 668218.5844 | 100130.2297 | 10922490.8383 | 20162582.4373 | -9240091.599 |
Total P&L (%) | 768.3488 | 668.2186 | 100.1302 | 10922.4908 | 20162.5824 | -9240.0916 |
Avg Daily Profit (%) | 0.3689 | 0.3208 | 0.0481 | 0.226 | 0.2553 | 0 |
Buy And Hold Return (%) | 1174.2392 | 1174.2392 | 1174.2392 | 1174.2392 | 1174.2392 | 1174.2392 |
Max Trade Drawdown | -81349 | -68600 | -83161 | -12522044 | -5724265 | -13710857 |
Profit Factor | 1.5986 | 2.0684 | 1.1522 | 1.1396 | 1.5874 | 0.7895 |
Total Trades | 637 | 318 | 319 | 637 | 318 | 319 |
Winning Trades | 263 | 133 | 130 | 263 | 133 | 130 |
Losing Trades | 374 | 185 | 189 | 374 | 185 | 189 |
Profitability (%) | 41.2873 | 41.8239 | 40.7524 | 41.2873 | 41.8239 | 40.7524 |
Ratio Avg Win / Avg Loss | 2.2733 | 2.8771 | 1.6751 | 1.6206 | 2.208 | 1.1478 |
Largest Winning Trade | 118750 | 118750 | 46825 | 11128701 | 11128701 | 3021764 |
Largest Losing Trade | -26749 | -20238 | -26749 | -5548104 | -2199382 | -5548104 |
Avg Bars in Trades | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Winners | 55 | 57 | 54 | 55 | 57 | 54 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 24662 | 12448 | 12214 | 24662 | 12448 | 12214 |
Profit Streak | 13.2626 | 0 | 15.5126 | 13.2626 | 0 | 15.5126 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152731 | -154847 | -348423 | -57011 | 338030 | -581013 |
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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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