Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1253657.1785 | 1064122.4322 | 189534.7463 | 53687160.3991 | 53809096.205 | -121935.8059 |
Total P&L (%) | 1253.6572 | 1064.1224 | 189.5347 | 53687.1604 | 53809.0962 | -121.9358 |
Avg Daily Profit (%) | 0.6856 | 0.5819 | 0.1036 | 0.3444 | 0.3446 | 0 |
Buy And Hold Return (%) | 751.2274 | 751.2274 | 751.2274 | 751.2274 | 751.2274 | 751.2274 |
Max Trade Drawdown | -120470 | -46295 | -111094 | -23589554 | -24415821 | -25983346 |
Profit Factor | 2.2783 | 3.3614 | 1.3575 | 1.3336 | 1.7376 | 0.9986 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 124 | 58 | 66 | 124 | 58 | 66 |
Losing Trades | 152 | 80 | 72 | 152 | 80 | 72 |
Profitability (%) | 44.9275 | 42.029 | 47.8261 | 44.9275 | 42.029 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.7927 | 4.6364 | 1.4809 | 1.6348 | 2.3967 | 1.0894 |
Largest Winning Trade | 276838 | 276838 | 57890 | 27557484 | 27557484 | 10943030 |
Largest Losing Trade | -34341 | -20579 | -34341 | -12041487 | -10599410 | -12041487 |
Avg Bars in Trades | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 5450 | 2761 | 2689 | 5450 | 2761 | 2689 |
Profit Streak | 0 | 29.8512 | 0 | 0 | 29.8512 | 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 | 258376 | -20937 | -220710 | 375175 | 363481 | -579867 |
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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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