Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084173.905 | 950027.8652 | 134146.0398 | 10696128.2677 | 22545665.1855 | -11849536.9178 |
Total P&L (%) | 1084.1739 | 950.0279 | 134.146 | 10696.1283 | 22545.6652 | -11849.5369 |
Avg Daily Profit (%) | 0.4337 | 0.38 | 0.0537 | 0.1874 | 0.2171 | 0 |
Buy And Hold Return (%) | 775.1417 | 775.1417 | 775.1417 | 775.1417 | 775.1417 | 775.1417 |
Max Trade Drawdown | -128254 | -64552 | -123337 | -23307281 | -6209829 | -23257884 |
Profit Factor | 2.0693 | 2.8299 | 1.2711 | 1.1354 | 1.6704 | 0.7387 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 182 | 87 | 95 | 182 | 87 | 95 |
Losing Trades | 159 | 83 | 76 | 159 | 83 | 76 |
Profitability (%) | 53.3724 | 51.1765 | 55.5556 | 53.3724 | 51.1765 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.8078 | 2.6998 | 1.0169 | 0.9919 | 1.5936 | 0.591 |
Largest Winning Trade | 335355 | 335355 | 47201 | 11737950 | 11737950 | 3413104 |
Largest Losing Trade | -71030 | -23386 | -71030 | -18232306 | -3178757 | -18232306 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 9465 | 4876 | 4589 | 9465 | 4876 | 4589 |
Profit Streak | 43.0845 | 0 | 73.5845 | 43.0845 | 0 | 73.5845 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24725 | -79842 | -284420 | -62253 | 436087 | -578065 |
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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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