Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2122196.6917 | 1959311.9172 | 162884.7745 | 18043500.8447 | 23057569.8333 | -5014068.9887 |
Total P&L (%) | 2122.1967 | 1959.3119 | 162.8848 | 18043.5008 | 23057.5698 | -5014.069 |
Avg Daily Profit (%) | 0.9568 | 0.8834 | 0.0734 | 0.2348 | 0.2458 | 0 |
Buy And Hold Return (%) | 237.453 | 237.453 | 237.453 | 237.453 | 237.453 | 237.453 |
Max Trade Drawdown | -131078 | -70374 | -85408 | -40283265 | -19104508 | -30390279 |
Profit Factor | 4.4153 | 8.6135 | 1.4474 | 1.1498 | 1.4701 | 0.9298 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Losing Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Profitability (%) | 52.0231 | 55.814 | 48.2759 | 52.0231 | 55.814 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.0719 | 6.819 | 1.5508 | 1.0604 | 1.1638 | 0.9962 |
Largest Winning Trade | 1688368 | 1688368 | 56304 | 22863123 | 22863123 | 11490327 |
Largest Losing Trade | -35419 | -34493 | -35419 | -10673815 | -8169004 | -10673815 |
Avg Bars in Trades | 74 | 71 | 77 | 74 | 71 | 77 |
Avg Bars in Winners | 103 | 90 | 118 | 103 | 90 | 118 |
Avg Bars in Losers | 42 | 46 | 38 | 42 | 46 | 38 |
Bars Traded | 12836 | 6110 | 6727 | 12836 | 6110 | 6727 |
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 | 786118 | 799061 | -259562 | -46268 | 359344 | -581770 |
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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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