Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135800.3925 | 950076.8469 | 185723.5456 | 38133517.5719 | 49752024.3771 | -11618506.8052 |
Total P&L (%) | 1135.8004 | 950.0768 | 185.7235 | 38133.5176 | 49752.0244 | -11618.5068 |
Avg Daily Profit (%) | 0.4543 | 0.38 | 0.0743 | 0.2381 | 0.2488 | 0 |
Buy And Hold Return (%) | 708.9305 | 708.9305 | 708.9305 | 708.9305 | 708.9305 | 708.9305 |
Max Trade Drawdown | -82544 | -53865 | -69098 | -32319948 | -15535224 | -24178539 |
Profit Factor | 2.1936 | 2.9464 | 1.4007 | 1.3331 | 1.8535 | 0.7932 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 192 | 97 | 95 | 192 | 97 | 95 |
Losing Trades | 157 | 77 | 80 | 157 | 77 | 80 |
Profitability (%) | 55.0143 | 55.7471 | 54.2857 | 55.0143 | 55.7471 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.7937 | 2.3389 | 1.1796 | 1.0901 | 1.4713 | 0.668 |
Largest Winning Trade | 339614 | 339614 | 44404 | 42117301 | 42117301 | 3812831 |
Largest Losing Trade | -48297 | -29248 | -48297 | -9083949 | -5339082 | -9083949 |
Avg Bars in Trades | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 9710 | 5059 | 4651 | 9710 | 5059 | 4651 |
Profit Streak | 0 | 41.767 | 0 | 0 | 41.767 | 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 | 273457 | -42820 | -257647 | 410480 | 460428 | -579583 |
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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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