Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1231328.5975 | 1031174.1337 | 200154.4637 | 39355786.4926 | 45618961.7789 | -6263175.2863 |
Total P&L (%) | 1231.3286 | 1031.1741 | 200.1545 | 39355.7865 | 45618.9618 | -6263.1753 |
Avg Daily Profit (%) | 0.6751 | 0.5653 | 0.1097 | 0.3283 | 0.3364 | 0 |
Buy And Hold Return (%) | 671.1035 | 671.1035 | 671.1035 | 671.1035 | 671.1035 | 671.1035 |
Max Trade Drawdown | -92654 | -101326 | -63967 | -41637051 | -29117065 | -29313243 |
Profit Factor | 2.5859 | 3.7336 | 1.5014 | 1.1807 | 1.4381 | 0.9449 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 50.5618 | 50.5618 | 50.5618 | 50.5618 | 50.5618 | 50.5618 |
Ratio Avg Win / Avg Loss | 2.5284 | 3.6506 | 1.468 | 1.1545 | 1.4062 | 0.9239 |
Largest Winning Trade | 350954 | 350954 | 49697 | 29420230 | 29420230 | 16841899 |
Largest Losing Trade | -40615 | -40615 | -31114 | -14537856 | -14384357 | -14537856 |
Avg Bars in Trades | 29 | 32 | 27 | 29 | 32 | 27 |
Avg Bars in Winners | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 5328 | 2856 | 2472 | 5328 | 2856 | 2472 |
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 | 371574 | 280958 | -210923 | -11352 | 355963 | -580743 |
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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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