Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939486.0835 | 791593.9477 | 147892.1357 | 18181968.4618 | 44332081.0669 | -26150112.6051 |
Total P&L (%) | 939.4861 | 791.5939 | 147.8921 | 18181.9685 | 44332.0811 | -26150.1126 |
Avg Daily Profit (%) | 0.3757 | 0.3166 | 0.0591 | 0.2085 | 0.2441 | 0 |
Buy And Hold Return (%) | 899.1304 | 899.1304 | 899.1304 | 899.1304 | 899.1304 | 899.1304 |
Max Trade Drawdown | -96690 | -61188 | -96330 | -40309320 | -6551839 | -39591193 |
Profit Factor | 2.3689 | 3.4466 | 1.4077 | 1.2075 | 2.4104 | 0.5345 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Losing Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Profitability (%) | 50.9881 | 53.1746 | 48.8189 | 50.9881 | 53.1746 | 48.8189 |
Ratio Avg Win / Avg Loss | 2.277 | 3.0351 | 1.4758 | 1.1607 | 2.1226 | 0.5604 |
Largest Winning Trade | 159015 | 159015 | 68477 | 30049266 | 30049266 | 3134496 |
Largest Losing Trade | -74379 | -49778 | -74379 | -36406107 | -5418134 | -36406107 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Losers | 21 | 25 | 17 | 21 | 25 | 17 |
Bars Traded | 7140 | 3802 | 3338 | 7140 | 3802 | 3338 |
Profit Streak | 0 | 24.5374 | 0 | 0 | 24.5374 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136032 | -148932 | -279375 | 336923 | 512148 | -581176 |
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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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