Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103353.012 | 935843.2858 | 167509.7262 | 27028524.6703 | 37010274.8999 | -9981750.2296 |
Total P&L (%) | 1103.353 | 935.8433 | 167.5097 | 27028.5247 | 37010.2749 | -9981.7502 |
Avg Daily Profit (%) | 0.4413 | 0.3743 | 0.067 | 0.2244 | 0.2369 | 0 |
Buy And Hold Return (%) | 748.4899 | 748.4899 | 748.4899 | 748.4899 | 748.4899 | 748.4899 |
Max Trade Drawdown | -87596 | -50516 | -71708 | -25478472 | -12013916 | -19272278 |
Profit Factor | 2.1607 | 2.9518 | 1.3556 | 1.3144 | 1.8586 | 0.7671 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Losing Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Profitability (%) | 56.2682 | 56.7251 | 55.814 | 56.2682 | 56.7251 | 55.814 |
Ratio Avg Win / Avg Loss | 1.6793 | 2.2519 | 1.0731 | 1.0216 | 1.4179 | 0.6073 |
Largest Winning Trade | 339614 | 339614 | 44305 | 31760971 | 31760971 | 2720919 |
Largest Losing Trade | -48297 | -28251 | -48297 | -6850273 | -6578331 | -6850273 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 9711 | 5061 | 4650 | 9711 | 5061 | 4650 |
Profit Streak | 0 | 48.1493 | 0 | 0 | 48.1493 | 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 | -1183 | -70688 | -267445 | 406868 | 461542 | -579401 |
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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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