Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185638.9489 | 941779.6967 | 243859.2521 | 58260247.4542 | 30396325.3318 | 27863922.1223 |
Total P&L (%) | 1185.6389 | 941.7797 | 243.8593 | 58260.2475 | 30396.3253 | 27863.9221 |
Avg Daily Profit (%) | 0.5693 | 0.4522 | 0.1171 | 0.3063 | 0.2751 | 0.2709 |
Buy And Hold Return (%) | 89.4841 | 89.4841 | 89.4841 | 89.4841 | 89.4841 | 89.4841 |
Max Trade Drawdown | -122952 | -70165 | -100972 | -37264864 | -27821828 | -27010262 |
Profit Factor | 2.2672 | 3.1 | 1.5006 | 1.3086 | 1.3142 | 1.3027 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Losing Trades | 98 | 44 | 54 | 98 | 44 | 54 |
Profitability (%) | 50.5051 | 55.5556 | 45.4545 | 50.5051 | 55.5556 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.2219 | 2.48 | 1.8007 | 1.2824 | 1.0513 | 1.5633 |
Largest Winning Trade | 235420 | 235420 | 85386 | 18932634 | 17164011 | 18932634 |
Largest Losing Trade | -50097 | -42990 | -50097 | -19196685 | -13352286 | -19196685 |
Avg Bars in Trades | 123 | 108 | 139 | 123 | 108 | 139 |
Avg Bars in Winners | 162 | 126 | 205 | 162 | 126 | 205 |
Avg Bars in Losers | 84 | 85 | 84 | 84 | 85 | 84 |
Bars Traded | 24506 | 10721 | 13785 | 24506 | 10721 | 13785 |
Profit Streak | 0 | 0 | 16.2854 | 0 | 0 | 16.2854 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 598049 | 595679 | -39091 | 366657 | 334070 | 301433 |
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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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