Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925603.6543 | 843830.0732 | 81773.5811 | 6250157.8112 | 13538497.8091 | -7288339.998 |
Total P&L (%) | 925.6037 | 843.8301 | 81.7736 | 6250.1578 | 13538.4978 | -7288.34 |
Avg Daily Profit (%) | 0.3701 | 0.3374 | 0.0327 | 0.1661 | 0.1967 | 0 |
Buy And Hold Return (%) | 818.9916 | 818.9916 | 818.9916 | 818.9916 | 818.9916 | 818.9916 |
Max Trade Drawdown | -112383 | -80168 | -100055 | -16250333 | -7797034 | -9551980 |
Profit Factor | 1.7761 | 2.2449 | 1.1588 | 1.1202 | 1.4999 | 0.7075 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 185 | 94 | 91 | 185 | 94 | 91 |
Losing Trades | 211 | 104 | 107 | 211 | 104 | 107 |
Profitability (%) | 46.7172 | 47.4747 | 45.9596 | 46.7172 | 47.4747 | 45.9596 |
Ratio Avg Win / Avg Loss | 2.0257 | 2.4837 | 1.3626 | 1.2776 | 1.6594 | 0.8319 |
Largest Winning Trade | 343980 | 343980 | 54348 | 12220301 | 12220301 | 2399561 |
Largest Losing Trade | -29738 | -29738 | -29244 | -5578951 | -3165163 | -5578951 |
Avg Bars in Trades | 12 | 14 | 9 | 12 | 14 | 9 |
Avg Bars in Winners | 16 | 19 | 13 | 16 | 19 | 13 |
Avg Bars in Losers | 8 | 11 | 6 | 8 | 11 | 6 |
Bars Traded | 4831 | 2966 | 1865 | 4831 | 2966 | 1865 |
Profit Streak | 0 | 8.5413 | 0 | 0 | 8.5413 | 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 | -111348 | -142409 | -361597 | -79500 | 391458 | -581590 |
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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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