Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015614.7029 | 902776.7272 | 112837.9757 | 8941745.9256 | 19563384.8306 | -10621638.905 |
Total P&L (%) | 1015.6147 | 902.7767 | 112.838 | 8941.7459 | 19563.3848 | -10621.6389 |
Avg Daily Profit (%) | 0.4062 | 0.3611 | 0.0451 | 0.1803 | 0.2115 | 0 |
Buy And Hold Return (%) | 746.5664 | 746.5664 | 746.5664 | 746.5664 | 746.5664 | 746.5664 |
Max Trade Drawdown | -103610 | -61742 | -114855 | -12981146 | -5376302 | -14750920 |
Profit Factor | 2.037 | 2.8552 | 1.229 | 1.1379 | 1.6561 | 0.6969 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 169 | 83 | 86 | 169 | 83 | 86 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 53.6508 | 52.8662 | 54.4304 | 53.6508 | 52.8662 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.7598 | 2.5456 | 1.0289 | 0.983 | 1.4766 | 0.5835 |
Largest Winning Trade | 335355 | 335355 | 48314 | 14469507 | 14469507 | 2836346 |
Largest Losing Trade | -50791 | -32247 | -50791 | -6047696 | -2286664 | -6047696 |
Avg Bars in Trades | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Winners | 34 | 36 | 32 | 34 | 36 | 32 |
Avg Bars in Losers | 27 | 28 | 25 | 27 | 28 | 25 |
Bars Traded | 9710 | 5086 | 4624 | 9710 | 5086 | 4624 |
Profit Streak | 41.4648 | 0 | 71.9648 | 41.4648 | 0 | 71.9648 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37316 | -85177 | -296662 | -60016 | 388800 | -578686 |
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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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