Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882834.6291 | 753017.8102 | 129816.8189 | 13550062.5848 | 35056316.0971 | -21506253.5123 |
Total P&L (%) | 882.8346 | 753.0178 | 129.8168 | 13550.0626 | 35056.3161 | -21506.2535 |
Avg Daily Profit (%) | 0.3532 | 0.3013 | 0.0519 | 0.1969 | 0.2348 | 0 |
Buy And Hold Return (%) | 751.7545 | 751.7545 | 751.7545 | 751.7545 | 751.7545 | 751.7545 |
Max Trade Drawdown | -155145 | -75832 | -113339 | -47594365 | -24605592 | -32103652 |
Profit Factor | 1.8017 | 2.3058 | 1.2475 | 1.1201 | 1.622 | 0.6193 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 155 | 81 | 74 | 155 | 81 | 74 |
Losing Trades | 174 | 83 | 91 | 174 | 83 | 91 |
Profitability (%) | 47.1125 | 49.3902 | 44.8485 | 47.1125 | 49.3902 | 44.8485 |
Ratio Avg Win / Avg Loss | 2.0226 | 2.3628 | 1.5341 | 1.2574 | 1.6621 | 0.7616 |
Largest Winning Trade | 175003 | 175003 | 47488 | 23786108 | 23786108 | 7393511 |
Largest Losing Trade | -42332 | -27823 | -42332 | -16822631 | -12031249 | -16822631 |
Avg Bars in Trades | 44 | 48 | 40 | 44 | 48 | 40 |
Avg Bars in Winners | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Losers | 34 | 42 | 27 | 34 | 42 | 27 |
Bars Traded | 14613 | 8010 | 6603 | 14613 | 8010 | 6603 |
Profit Streak | 0 | 14.3354 | 0 | 0 | 14.3354 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98168 | -151301 | -290149 | -79842 | 434367 | -582472 |
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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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