Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976725.9269 | 883189.7014 | 93536.2255 | 5307463.0782 | 18104002.8124 | -12796539.7343 |
Total P&L (%) | 976.7259 | 883.1897 | 93.5362 | 5307.4631 | 18104.0028 | -12796.5397 |
Avg Daily Profit (%) | 0.3907 | 0.3533 | 0.0374 | 0.1597 | 0.2084 | 0 |
Buy And Hold Return (%) | 837.6046 | 837.6046 | 837.6046 | 837.6046 | 837.6046 | 837.6046 |
Max Trade Drawdown | -140457 | -67038 | -121042 | -15857086 | -5983583 | -15776936 |
Profit Factor | 2.0103 | 2.8714 | 1.189 | 1.0892 | 1.7025 | 0.6206 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 148 | 67 | 81 | 148 | 67 | 81 |
Losing Trades | 137 | 75 | 62 | 137 | 75 | 62 |
Profitability (%) | 51.9298 | 47.1831 | 56.6434 | 51.9298 | 47.1831 | 56.6434 |
Ratio Avg Win / Avg Loss | 1.8609 | 3.2142 | 0.9101 | 1.0082 | 1.9057 | 0.475 |
Largest Winning Trade | 335355 | 335355 | 46451 | 14979013 | 14979013 | 2192110 |
Largest Losing Trade | -54541 | -26160 | -54541 | -7647799 | -2341721 | -7647799 |
Avg Bars in Trades | 34 | 35 | 32 | 34 | 35 | 32 |
Avg Bars in Winners | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Losers | 29 | 31 | 26 | 29 | 31 | 26 |
Bars Traded | 9712 | 5063 | 4649 | 9712 | 5063 | 4649 |
Profit Streak | 49.3238 | 0 | 79.8238 | 49.3238 | 0 | 79.8238 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98312 | -135289 | -321308 | -112852 | 362231 | -579129 |
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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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