Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135471.5659 | 972768.4304 | 162703.1355 | 32099107.1081 | 21073622.0607 | 11025485.0474 |
Total P&L (%) | 1135.4716 | 972.7684 | 162.7031 | 32099.1071 | 21073.6221 | 11025.485 |
Avg Daily Profit (%) | 0.6212 | 0.5322 | 0.089 | 0.3164 | 0.2934 | 0.2581 |
Buy And Hold Return (%) | 922.6059 | 922.6059 | 922.6059 | 922.6059 | 922.6059 | 922.6059 |
Max Trade Drawdown | -87220 | -41231 | -60241 | -51281157 | -21253943 | -34375622 |
Profit Factor | 2.5506 | 4.1278 | 1.3862 | 1.2348 | 1.3564 | 1.1421 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
Losing Trades | 119 | 65 | 54 | 119 | 65 | 54 |
Profitability (%) | 44.6512 | 39.2523 | 50 | 44.6512 | 39.2523 | 50 |
Ratio Avg Win / Avg Loss | 3.1616 | 6.3883 | 1.3862 | 1.5307 | 2.0993 | 1.1421 |
Largest Winning Trade | 280500 | 280500 | 71928 | 17412483 | 17412483 | 14614992 |
Largest Losing Trade | -34486 | -20505 | -34486 | -10718742 | -6339147 | -10718742 |
Avg Bars in Trades | 100 | 91 | 109 | 100 | 91 | 109 |
Avg Bars in Winners | 155 | 145 | 163 | 155 | 145 | 163 |
Avg Bars in Losers | 55 | 56 | 55 | 55 | 56 | 55 |
Bars Traded | 21556 | 9758 | 11798 | 21556 | 9758 | 11798 |
Profit Streak | 0 | 20.3864 | 0 | 0 | 20.3864 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78451 | -134218 | -239560 | 319486 | 251559 | -55905 |
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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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