Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860055.1829 | 747951.2703 | 112103.9127 | 10480872.1773 | 23858264.9627 | -13377392.7854 |
Total P&L (%) | 860.0552 | 747.9513 | 112.1039 | 10480.8722 | 23858.265 | -13377.3928 |
Avg Daily Profit (%) | 0.3439 | 0.2991 | 0.0448 | 0.1866 | 0.2193 | 0 |
Buy And Hold Return (%) | 916.6366 | 916.6366 | 916.6366 | 916.6366 | 916.6366 | 916.6366 |
Max Trade Drawdown | -129641 | -84800 | -136342 | -22265446 | -12457551 | -27293947 |
Profit Factor | 1.9466 | 2.5007 | 1.2733 | 1.1115 | 1.4836 | 0.7003 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 143 | 68 | 75 | 143 | 68 | 75 |
Losing Trades | 171 | 89 | 82 | 171 | 89 | 82 |
Profitability (%) | 45.5414 | 43.3121 | 47.7707 | 45.5414 | 43.3121 | 47.7707 |
Ratio Avg Win / Avg Loss | 2.3277 | 3.273 | 1.3921 | 1.3292 | 1.9417 | 0.7656 |
Largest Winning Trade | 173166 | 173166 | 63705 | 18281671 | 18281671 | 4519486 |
Largest Losing Trade | -21821 | -21821 | -21013 | -5751081 | -5751081 | -5621911 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Losers | 18 | 22 | 13 | 18 | 22 | 13 |
Bars Traded | 7351 | 3884 | 3466 | 7351 | 3884 | 3466 |
Profit Streak | 14.0182 | 14.0182 | 15.0182 | 14.0182 | 14.0182 | 15.0182 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151130 | -153586 | -298139 | -88234 | 326164 | -580027 |
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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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