Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1140207.5205 | 963489.244 | 176718.2765 | 35135998.4162 | 32284310.7816 | 2851687.6346 |
Total P&L (%) | 1140.2075 | 963.4892 | 176.7183 | 35135.9984 | 32284.3108 | 2851.6876 |
Avg Daily Profit (%) | 0.6268 | 0.5297 | 0.0972 | 0.3229 | 0.3183 | 0.1863 |
Buy And Hold Return (%) | 653.1594 | 653.1594 | 653.1594 | 653.1594 | 653.1594 | 653.1594 |
Max Trade Drawdown | -84521 | -67040 | -63115 | -31434417 | -23507985 | -21179988 |
Profit Factor | 2.4885 | 3.689 | 1.4335 | 1.238 | 1.4327 | 1.039 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 48.7179 | 45.3608 | 52.0408 | 48.7179 | 45.3608 | 52.0408 |
Ratio Avg Win / Avg Loss | 2.6195 | 4.4436 | 1.321 | 1.3031 | 1.7258 | 0.9575 |
Largest Winning Trade | 283722 | 283722 | 76369 | 22047551 | 22047551 | 9636728 |
Largest Losing Trade | -41212 | -22466 | -41212 | -11091155 | -8948240 | -11091155 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 39 | 39 | 40 | 39 | 39 | 40 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 5393 | 2478 | 2915 | 5393 | 2478 | 2915 |
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 | 311209 | -2094 | -227900 | 345359 | 332387 | -172978 |
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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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