Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020599.2765 | 872628.1988 | 147971.0776 | 21296077.1308 | 18926195.3376 | 2369881.7932 |
Total P&L (%) | 1020.5993 | 872.6282 | 147.9711 | 21296.0771 | 18926.1953 | 2369.8818 |
Avg Daily Profit (%) | 0.5535 | 0.4733 | 0.0803 | 0.2915 | 0.2851 | 0.1741 |
Buy And Hold Return (%) | 657.9258 | 657.9258 | 657.9258 | 657.9258 | 657.9258 | 657.9258 |
Max Trade Drawdown | -68546 | -70580 | -50822 | -20090644 | -12727473 | -14877982 |
Profit Factor | 2.206 | 3.1542 | 1.3354 | 1.2547 | 1.4735 | 1.0543 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 50.2242 | 48.2143 | 52.2523 | 50.2242 | 48.2143 | 52.2523 |
Ratio Avg Win / Avg Loss | 2.1863 | 3.3879 | 1.2203 | 1.2435 | 1.5827 | 0.9634 |
Largest Winning Trade | 242660 | 242660 | 74569 | 11235482 | 11235482 | 5700719 |
Largest Losing Trade | -34335 | -26556 | -34335 | -7735007 | -7735007 | -6808960 |
Avg Bars in Trades | 98 | 91 | 104 | 98 | 91 | 104 |
Avg Bars in Winners | 122 | 105 | 138 | 122 | 105 | 138 |
Avg Bars in Losers | 73 | 79 | 66 | 73 | 79 | 66 |
Bars Traded | 21874 | 10293 | 11581 | 21874 | 10293 | 11581 |
Profit Streak | 0 | 0 | 32.6257 | 0 | 0 | 32.6257 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 236620 | -48801 | -250703 | 353617 | 362506 | -156638 |
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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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