Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037016.0615 | 887706.4896 | 149309.5719 | 17460737.4379 | 30954741.1254 | -13494003.6875 |
Total P&L (%) | 1037.0161 | 887.7065 | 149.3096 | 17460.7374 | 30954.7411 | -13494.0037 |
Avg Daily Profit (%) | 0.4148 | 0.3551 | 0.0597 | 0.2069 | 0.2298 | 0 |
Buy And Hold Return (%) | 950.2379 | 950.2379 | 950.2379 | 950.2379 | 950.2379 | 950.2379 |
Max Trade Drawdown | -145833 | -113277 | -105568 | -30597615 | -16006786 | -23642433 |
Profit Factor | 1.9759 | 2.5697 | 1.3004 | 1.1432 | 1.4956 | 0.7732 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Losing Trades | 169 | 86 | 83 | 169 | 86 | 83 |
Profitability (%) | 46.6877 | 45.912 | 47.4684 | 46.6877 | 45.912 | 47.4684 |
Ratio Avg Win / Avg Loss | 2.2563 | 3.0273 | 1.4391 | 1.3054 | 1.7619 | 0.8557 |
Largest Winning Trade | 349592 | 349592 | 54074 | 31363863 | 31363863 | 4228044 |
Largest Losing Trade | -36800 | -36800 | -28365 | -12693975 | -11653462 | -12693975 |
Avg Bars in Trades | 30 | 35 | 26 | 30 | 35 | 26 |
Avg Bars in Winners | 38 | 43 | 34 | 38 | 43 | 34 |
Avg Bars in Losers | 24 | 28 | 19 | 24 | 28 | 19 |
Bars Traded | 9821 | 5624 | 4197 | 9821 | 5624 | 4197 |
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 | -123369 | -152827 | -279300 | -54585 | 337326 | -581212 |
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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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