Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837065.1774 | 691667.3011 | 145397.8762 | 12334780.3054 | 33022669.0191 | -20687888.7137 |
Total P&L (%) | 837.0652 | 691.6673 | 145.3979 | 12334.7803 | 33022.669 | -20687.8887 |
Avg Daily Profit (%) | 0.3348 | 0.2766 | 0.0581 | 0.1931 | 0.2323 | 0 |
Buy And Hold Return (%) | 708.1765 | 708.1765 | 708.1765 | 708.1765 | 708.1765 | 708.1765 |
Max Trade Drawdown | -80081 | -75248 | -92784 | -26227177 | -4386685 | -30311315 |
Profit Factor | 2.1512 | 2.9135 | 1.3977 | 1.2193 | 2.944 | 0.4729 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Profitability (%) | 53.012 | 54.0323 | 52 | 53.012 | 54.0323 | 52 |
Ratio Avg Win / Avg Loss | 1.9068 | 2.4787 | 1.2902 | 1.0808 | 2.5046 | 0.4366 |
Largest Winning Trade | 130621 | 130621 | 57448 | 11420353 | 11420353 | 2360355 |
Largest Losing Trade | -75956 | -48004 | -75956 | -25560252 | -3538813 | -25560252 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Losers | 15 | 17 | 14 | 15 | 17 | 14 |
Bars Traded | 4887 | 2519 | 2368 | 4887 | 2519 | 2368 |
Profit Streak | 0 | 54.9555 | 0 | 0 | 54.9555 | 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 | -93902 | -150384 | -280058 | 343455 | 542653 | -580463 |
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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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