Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000050.874 | 864577.5612 | 135473.3127 | 15383678.7357 | 25699032.2268 | -10315353.491 |
Total P&L (%) | 1000.0509 | 864.5776 | 135.4733 | 15383.6787 | 25699.0322 | -10315.3535 |
Avg Daily Profit (%) | 0.3999 | 0.3458 | 0.0542 | 0.2019 | 0.2223 | 0 |
Buy And Hold Return (%) | 808.6798 | 808.6798 | 808.6798 | 808.6798 | 808.6798 | 808.6798 |
Max Trade Drawdown | -123303 | -58356 | -96033 | -27085153 | -8058907 | -20045886 |
Profit Factor | 2.66 | 4.0477 | 1.425 | 1.2188 | 1.9263 | 0.7577 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 49.0323 | 47.4359 | 50.6494 | 49.0323 | 47.4359 | 50.6494 |
Ratio Avg Win / Avg Loss | 2.765 | 4.4853 | 1.3885 | 1.2669 | 2.1345 | 0.7382 |
Largest Winning Trade | 390482 | 390482 | 46147 | 22416599 | 22416599 | 7500562 |
Largest Losing Trade | -45475 | -33347 | -45475 | -18101621 | -5214636 | -18101621 |
Avg Bars in Trades | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Winners | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 4644 | 2460 | 2184 | 4644 | 2460 | 2184 |
Profit Streak | 75.3226 | 92.3226 | 0 | 75.3226 | 92.3226 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76062 | -162789 | -327095 | 320857 | -23009 | -622374 |
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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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