Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208285.1014 | 990751.892 | 217533.2094 | 64084537.9865 | 72626302.239 | -8541764.2525 |
Total P&L (%) | 1208.2851 | 990.7519 | 217.5332 | 64084.538 | 72626.3022 | -8541.7643 |
Avg Daily Profit (%) | 0.4829 | 0.3959 | 0.0869 | 0.2587 | 0.2637 | 0 |
Buy And Hold Return (%) | 657.9449 | 657.9449 | 657.9449 | 657.9449 | 657.9449 | 657.9449 |
Max Trade Drawdown | -75530 | -37525 | -80374 | -26424300 | -12427912 | -36293601 |
Profit Factor | 3.0752 | 4.6565 | 1.6988 | 1.6111 | 2.7418 | 0.8648 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 53.9474 | 53.9474 | 53.9474 | 53.9474 | 53.9474 | 53.9474 |
Ratio Avg Win / Avg Loss | 2.6252 | 3.975 | 1.4502 | 1.3753 | 2.3406 | 0.7382 |
Largest Winning Trade | 391585 | 391585 | 53404 | 46024566 | 46024566 | 7948274 |
Largest Losing Trade | -61904 | -21636 | -61904 | -19574945 | -6708566 | -19574945 |
Avg Bars in Trades | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Winners | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Losers | 40 | 44 | 35 | 40 | 44 | 35 |
Bars Traded | 7372 | 3809 | 3562 | 7372 | 3809 | 3562 |
Profit Streak | 0 | 0 | 90.6532 | 0 | 0 | 90.6532 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347748 | -41874 | -288954 | 424294 | -35132 | -629165 |
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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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