Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1230319.8515 | 1012288.8741 | 218030.9774 | 26676852.3287 | -5253059.3503 | 31929911.679 |
Total P&L (%) | 1230.3199 | 1012.2889 | 218.031 | 26676.8523 | -5253.0594 | 31929.9117 |
Avg Daily Profit (%) | 0.5908 | 0.4861 | 0.1047 | 0.2688 | 0 | 0.2774 |
Buy And Hold Return (%) | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 |
Max Trade Drawdown | -108773 | -111360 | -77823 | -86022707 | -61171179 | -47020258 |
Profit Factor | 2.3282 | 3.0987 | 1.4911 | 1.0918 | 0.9674 | 1.2461 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 131 | 59 | 72 | 131 | 59 | 72 |
Losing Trades | 137 | 75 | 62 | 137 | 75 | 62 |
Profitability (%) | 48.8806 | 44.0299 | 53.7313 | 48.8806 | 44.0299 | 53.7313 |
Ratio Avg Win / Avg Loss | 2.4348 | 3.939 | 1.284 | 1.1418 | 1.2297 | 1.073 |
Largest Winning Trade | 306811 | 306811 | 65379 | 32928841 | 32928841 | 24876480 |
Largest Losing Trade | -35573 | -35573 | -31868 | -19666756 | -19666756 | -12090913 |
Avg Bars in Trades | 91 | 82 | 99 | 91 | 82 | 99 |
Avg Bars in Winners | 133 | 135 | 131 | 133 | 135 | 131 |
Avg Bars in Losers | 51 | 41 | 63 | 51 | 41 | 63 |
Bars Traded | 24449 | 11051 | 13398 | 24449 | 11051 | 13398 |
Profit Streak | 0 | 0 | 8.039 | 0 | 0 | 8.039 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604010 | 499785 | -54479 | -109982 | -581631 | 338870 |
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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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