Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1102145.2268 | 927966.8307 | 174178.3961 | 30762252.7184 | 38960327.025 | -8198074.3066 |
Total P&L (%) | 1102.1452 | 927.9668 | 174.1784 | 30762.2527 | 38960.327 | -8198.0743 |
Avg Daily Profit (%) | 0.4409 | 0.3712 | 0.0697 | 0.2295 | 0.239 | 0 |
Buy And Hold Return (%) | 721.2964 | 721.2964 | 721.2964 | 721.2964 | 721.2964 | 721.2964 |
Max Trade Drawdown | -70730 | -61749 | -63770 | -21484684 | -12466518 | -17125375 |
Profit Factor | 2.1544 | 2.8814 | 1.3774 | 1.3383 | 1.8576 | 0.8199 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Losing Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Profitability (%) | 55.3009 | 55.1724 | 55.4286 | 55.3009 | 55.1724 | 55.4286 |
Ratio Avg Win / Avg Loss | 1.7414 | 2.3411 | 1.1076 | 1.0817 | 1.5093 | 0.6593 |
Largest Winning Trade | 339614 | 339614 | 44404 | 30695230 | 30695230 | 2739682 |
Largest Losing Trade | -44076 | -29248 | -44076 | -7553859 | -3729339 | -7553859 |
Avg Bars in Trades | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Winners | 31 | 31 | 30 | 31 | 31 | 30 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 9711 | 5055 | 4656 | 9711 | 5055 | 4656 |
Profit Streak | 0 | 46.9453 | 0 | 0 | 46.9453 | 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 | 250155 | -59771 | -263789 | 410315 | 495343 | -579435 |
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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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