Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339826.6643 | 1114275.4873 | 225551.1771 | 93847111.0866 | 69559579.4916 | 24287531.595 |
Total P&L (%) | 1339.8267 | 1114.2755 | 225.5512 | 93847.1111 | 69559.5795 | 24287.5316 |
Avg Daily Profit (%) | 0.7331 | 0.6097 | 0.1234 | 0.3752 | 0.3588 | 0.3012 |
Buy And Hold Return (%) | 776.1552 | 776.1552 | 776.1552 | 776.1552 | 776.1552 | 776.1552 |
Max Trade Drawdown | -113640 | -59703 | -91932 | -35455303 | -40994060 | -27079417 |
Profit Factor | 2.1998 | 2.8876 | 1.4285 | 1.4298 | 1.6195 | 1.229 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 151 | 69 | 82 | 151 | 69 | 82 |
Losing Trades | 185 | 99 | 86 | 185 | 99 | 86 |
Profitability (%) | 44.9405 | 41.0714 | 48.8095 | 44.9405 | 41.0714 | 48.8095 |
Ratio Avg Win / Avg Loss | 2.6951 | 4.1431 | 1.4981 | 1.7518 | 2.3236 | 1.289 |
Largest Winning Trade | 289105 | 289105 | 41891 | 41254537 | 41254537 | 14146520 |
Largest Losing Trade | -29353 | -21956 | -29353 | -16173780 | -10425579 | -16173780 |
Avg Bars in Trades | 16 | 22 | 10 | 16 | 22 | 10 |
Avg Bars in Winners | 22 | 34 | 12 | 22 | 34 | 12 |
Avg Bars in Losers | 11 | 13 | 8 | 11 | 13 | 8 |
Bars Traded | 5432 | 3711 | 1721 | 5432 | 3711 | 1721 |
Profit Streak | 0 | 28.8463 | 0 | 0 | 28.8463 | 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 | 292783 | -15524 | -193030 | 417272 | 364729 | 312910 |
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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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