Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1273911.6003 | 1036342.5747 | 237569.0256 | 117017275.7488 | 124410290.3988 | -7393014.65 |
Total P&L (%) | 1273.9116 | 1036.3426 | 237.569 | 117017.2757 | 124410.2904 | -7393.0147 |
Avg Daily Profit (%) | 0.697 | 0.567 | 0.13 | 0.3873 | 0.3907 | 0 |
Buy And Hold Return (%) | 678.7264 | 678.7264 | 678.7264 | 678.7264 | 678.7264 | 678.7264 |
Max Trade Drawdown | -68143 | -59795 | -49287 | -133281472 | -108044937 | -89766510 |
Profit Factor | 2.9326 | 4.6336 | 1.6353 | 1.1746 | 1.4041 | 0.9796 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 43.5233 | 37.5 | 49.4845 | 43.5233 | 37.5 | 49.4845 |
Ratio Avg Win / Avg Loss | 3.8054 | 7.7226 | 1.6693 | 1.5242 | 2.3402 | 1 |
Largest Winning Trade | 248462 | 248462 | 57699 | 100477531 | 100477531 | 51759029 |
Largest Losing Trade | -30148 | -18856 | -30148 | -48495051 | -35441270 | -48495051 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 60 | 64 | 57 | 60 | 64 | 57 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 6970 | 3280 | 3690 | 6970 | 3280 | 3690 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312040 | 125953 | -182678 | -19246 | 228223 | -579607 |
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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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