Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1286039.6093 | 1026051.9299 | 259987.6794 | 92791617.2497 | 41115736.5837 | 51675880.666 |
Total P&L (%) | 1286.0396 | 1026.0519 | 259.9877 | 92791.6173 | 41115.7366 | 51675.8807 |
Avg Daily Profit (%) | 0.5131 | 0.4094 | 0.1037 | 0.273 | 0.2405 | 0.2497 |
Buy And Hold Return (%) | 215.3715 | 215.3715 | 215.3715 | 215.3715 | 215.3715 | 215.3715 |
Max Trade Drawdown | -85909 | -46290 | -48725 | -31662246 | -27924721 | -18081426 |
Profit Factor | 3.6957 | 5.2386 | 2.1063 | 1.7766 | 1.5161 | 2.2978 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 62.5 | 60.7143 | 64.2857 | 62.5 | 60.7143 | 64.2857 |
Ratio Avg Win / Avg Loss | 2.2174 | 3.3897 | 1.1702 | 1.066 | 0.981 | 1.2766 |
Largest Winning Trade | 483374 | 483374 | 52542 | 24913742 | 24913742 | 8485533 |
Largest Losing Trade | -42406 | -29027 | -42406 | -17434364 | -17434364 | -16505753 |
Avg Bars in Trades | 64 | 81 | 47 | 64 | 81 | 47 |
Avg Bars in Winners | 76 | 91 | 61 | 76 | 91 | 61 |
Avg Bars in Losers | 46 | 66 | 24 | 46 | 66 | 24 |
Bars Traded | 7263 | 4577 | 2686 | 7263 | 4577 | 2686 |
Profit Streak | 20.3132 | 0 | 136.3132 | 20.3132 | 0 | 136.3132 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 696199 | -162412 | -329751 | 482126 | -170544 | -165094 |
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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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