Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941590.503 | 814120.7954 | 127469.7077 | 13002316.4687 | 14883486.8068 | -1881170.3381 |
Total P&L (%) | 941.5905 | 814.1208 | 127.4697 | 13002.3165 | 14883.4868 | -1881.1703 |
Avg Daily Profit (%) | 0.3768 | 0.3258 | 0.051 | 0.1953 | 0.2006 | 0 |
Buy And Hold Return (%) | 894.6625 | 894.6625 | 894.6625 | 894.6625 | 894.6625 | 894.6625 |
Max Trade Drawdown | -96536 | -54235 | -78706 | -5030572 | -2939208 | -5961625 |
Profit Factor | 2.1469 | 2.9553 | 1.315 | 1.4433 | 2.0925 | 0.8802 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 153 | 71 | 82 | 153 | 71 | 82 |
Losing Trades | 157 | 84 | 73 | 157 | 84 | 73 |
Profitability (%) | 49.3548 | 45.8065 | 52.9032 | 49.3548 | 45.8065 | 52.9032 |
Ratio Avg Win / Avg Loss | 2.203 | 3.4965 | 1.1707 | 1.481 | 2.4756 | 0.7836 |
Largest Winning Trade | 330631 | 330631 | 44495 | 8892256 | 8892256 | 1373360 |
Largest Losing Trade | -32843 | -23587 | -32843 | -3674758 | -1189877 | -3674758 |
Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Winners | 63 | 64 | 63 | 63 | 64 | 63 |
Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
Bars Traded | 14733 | 7066 | 7666 | 14733 | 7066 | 7666 |
Profit Streak | 27.899 | 0 | 31.7324 | 27.899 | 0 | 31.7324 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133915 | -152395 | -288770 | 391242 | 383322 | -579146 |
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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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