Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062861.2298 | 923636.736 | 139224.4938 | 10471215.2574 | 12322580.1513 | -1851364.894 |
Total P&L (%) | 1062.8612 | 923.6367 | 139.2245 | 10471.2153 | 12322.5802 | -1851.3649 |
Avg Daily Profit (%) | 0.4251 | 0.3694 | 0.0557 | 0.1866 | 0.193 | 0 |
Buy And Hold Return (%) | 743.5922 | 743.5922 | 743.5922 | 743.5922 | 743.5922 | 743.5922 |
Max Trade Drawdown | -98619 | -68195 | -76165 | -7437400 | -5023716 | -6680016 |
Profit Factor | 1.9758 | 2.6707 | 1.2596 | 1.2157 | 1.5129 | 0.9245 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 208 | 101 | 107 | 208 | 101 | 107 |
Losing Trades | 161 | 83 | 78 | 161 | 83 | 78 |
Profitability (%) | 56.3686 | 54.8913 | 57.8378 | 56.3686 | 54.8913 | 57.8378 |
Ratio Avg Win / Avg Loss | 1.5293 | 2.1947 | 0.9182 | 0.941 | 1.2432 | 0.6739 |
Largest Winning Trade | 387897 | 387897 | 44305 | 7429770 | 7429770 | 1379829 |
Largest Losing Trade | -70447 | -29263 | -70447 | -5906900 | -1936192 | -5906900 |
Avg Bars in Trades | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Winners | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Losers | 23 | 25 | 22 | 23 | 25 | 22 |
Bars Traded | 9735 | 5124 | 4611 | 9735 | 5124 | 4611 |
Profit Streak | 0 | 9.0336 | 0 | 0 | 9.0336 | 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 | -15451 | -73881 | -284468 | 318872 | 408623 | -579070 |
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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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