Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943524.8845 | 774397.547 | 169127.3375 | 29887633.2284 | 35540404.7942 | -5652771.5658 |
Total P&L (%) | 943.5249 | 774.3975 | 169.1273 | 29887.6332 | 35540.4048 | -5652.7716 |
Avg Daily Profit (%) | 0.3775 | 0.3098 | 0.0677 | 0.2285 | 0.2354 | 0 |
Buy And Hold Return (%) | 892.2737 | 892.2737 | 892.2737 | 892.2737 | 892.2737 | 892.2737 |
Max Trade Drawdown | -94525 | -52962 | -50912 | -22283809 | -11871323 | -14240753 |
Profit Factor | 1.9943 | 2.6248 | 1.358 | 1.3851 | 1.9521 | 0.8597 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Losing Trades | 158 | 84 | 74 | 158 | 84 | 74 |
Profitability (%) | 45.8904 | 42.4658 | 49.3151 | 45.8904 | 42.4658 | 49.3151 |
Ratio Avg Win / Avg Loss | 2.3514 | 3.5562 | 1.3958 | 1.6332 | 2.6448 | 0.8835 |
Largest Winning Trade | 179558 | 179558 | 49687 | 17979816 | 17979816 | 7489671 |
Largest Losing Trade | -25375 | -24517 | -25375 | -6284685 | -4518574 | -6284685 |
Avg Bars in Trades | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Winners | 71 | 74 | 69 | 71 | 74 | 69 |
Avg Bars in Losers | 32 | 37 | 26 | 32 | 37 | 26 |
Bars Traded | 14744 | 7771 | 6973 | 14744 | 7771 | 6973 |
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 | -134634 | -154892 | -268354 | 357307 | 322214 | -581211 |
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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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