Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119072.5152 | 909072.7333 | 209999.7819 | 71014803.6699 | 71547858.8554 | -533055.1854 |
Total P&L (%) | 1119.0725 | 909.0727 | 209.9998 | 71014.8037 | 71547.8589 | -533.0552 |
Avg Daily Profit (%) | 0.447 | 0.3631 | 0.0839 | 0.2627 | 0.263 | 0 |
Buy And Hold Return (%) | 727.9261 | 727.9261 | 727.9261 | 727.9261 | 727.9261 | 727.9261 |
Max Trade Drawdown | -37607 | -48151 | -27180 | -14175500 | -6168657 | -10852959 |
Profit Factor | 3.4649 | 4.8067 | 1.9759 | 2.6286 | 4.8219 | 0.9786 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 54.7826 | 50.8772 | 58.6207 | 54.7826 | 50.8772 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.8599 | 4.6409 | 1.3948 | 2.1697 | 4.6556 | 0.6908 |
Largest Winning Trade | 374132 | 374132 | 42155 | 49204775 | 49204775 | 6301496 |
Largest Losing Trade | -31371 | -31371 | -27180 | -7499276 | -6168657 | -7499276 |
Avg Bars in Trades | 63 | 68 | 58 | 63 | 68 | 58 |
Avg Bars in Winners | 80 | 92 | 69 | 80 | 92 | 69 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 7304 | 3897 | 3407 | 7304 | 3897 | 3407 |
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 | 278226 | -251213 | -423028 | 522438 | -163701 | -759715 |
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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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