Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1303627.9558 | 1098155.8406 | 205472.1152 | 56468301.9871 | 48300336.9776 | 8167965.0095 |
Total P&L (%) | 1303.628 | 1098.1558 | 205.4721 | 56468.302 | 48300.337 | 8167.965 |
Avg Daily Profit (%) | 0.7141 | 0.6015 | 0.1125 | 0.3478 | 0.3392 | 0.2421 |
Buy And Hold Return (%) | 867.7513 | 867.7513 | 867.7513 | 867.7513 | 867.7513 | 867.7513 |
Max Trade Drawdown | -82651 | -65357 | -67059 | -66049438 | -58163071 | -34480850 |
Profit Factor | 2.519 | 3.5417 | 1.4821 | 1.2009 | 1.335 | 1.0596 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 101 | 43 | 58 | 101 | 43 | 58 |
Losing Trades | 139 | 77 | 62 | 139 | 77 | 62 |
Profitability (%) | 42.0833 | 35.8333 | 48.3333 | 42.0833 | 35.8333 | 48.3333 |
Ratio Avg Win / Avg Loss | 3.4667 | 6.3422 | 1.5843 | 1.6527 | 2.3907 | 1.1327 |
Largest Winning Trade | 310773 | 310773 | 66911 | 46899023 | 46899023 | 23326140 |
Largest Losing Trade | -30457 | -20579 | -30457 | -18106639 | -10294672 | -18106639 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 37 | 40 | 34 | 37 | 40 | 34 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 5364 | 2555 | 2809 | 5364 | 2555 | 2809 |
Profit Streak | 0 | 26.7849 | 0 | 0 | 26.7849 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 197321 | -69902 | -206820 | 300412 | 205596 | -147134 |
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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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