Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983669.1998 | 741487.8238 | 242181.3761 | 28381259.5301 | -66904817.8877 | 95286077.4178 |
Total P&L (%) | 983.6692 | 741.4878 | 242.1814 | 28381.2595 | -66904.8179 | 95286.0774 |
Avg Daily Profit (%) | 0.4722 | 0.3559 | 0.1162 | 0.2717 | 0 | 0.3298 |
Buy And Hold Return (%) | 125.8824 | 125.8824 | 125.8824 | 125.8824 | 125.8824 | 125.8824 |
Max Trade Drawdown | -129986 | -115104 | -35602 | -126154213 | -136727034 | -20860609 |
Profit Factor | 1.8987 | 1.8648 | 2.021 | 1.0544 | 0.854 | 2.5094 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 277 | 144 | 133 | 277 | 144 | 133 |
Losing Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Profitability (%) | 73.8667 | 77.0053 | 70.7447 | 73.8667 | 77.0053 | 70.7447 |
Ratio Avg Win / Avg Loss | 0.6717 | 0.5569 | 0.8358 | 0.373 | 0.255 | 1.0377 |
Largest Winning Trade | 45996 | 45996 | 28287 | 20872664 | 20872664 | 12257727 |
Largest Losing Trade | -77168 | -77168 | -26214 | -65858962 | -65858962 | -8666546 |
Avg Bars in Trades | 66 | 123 | 9 | 66 | 123 | 9 |
Avg Bars in Winners | 31 | 55 | 7 | 31 | 55 | 7 |
Avg Bars in Losers | 162 | 352 | 14 | 162 | 352 | 14 |
Bars Traded | 24824 | 23068 | 1756 | 24824 | 23068 | 1756 |
Profit Streak | 5.2454 | 5.2454 | 87.4954 | 5.2454 | 5.2454 | 87.4954 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 642568 | 505019 | -39210 | -147017 | -576141 | 639100 |
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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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