Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097221.8881 | 923716.1072 | 173505.7809 | 33273067.7336 | 36179152.507 | -2906084.7734 |
Total P&L (%) | 1097.2219 | 923.7161 | 173.5058 | 33273.0677 | 36179.1525 | -2906.0848 |
Avg Daily Profit (%) | 0.4388 | 0.3694 | 0.0694 | 0.2326 | 0.236 | 0 |
Buy And Hold Return (%) | 699.3689 | 699.3689 | 699.3689 | 699.3689 | 699.3689 | 699.3689 |
Max Trade Drawdown | -85102 | -52782 | -43071 | -38065154 | -18157859 | -20565580 |
Profit Factor | 2.1623 | 2.7518 | 1.4163 | 1.4105 | 1.8497 | 0.9245 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 148 | 78 | 70 | 148 | 78 | 70 |
Losing Trades | 164 | 78 | 86 | 164 | 78 | 86 |
Profitability (%) | 47.4359 | 50 | 44.8718 | 47.4359 | 50 | 44.8718 |
Ratio Avg Win / Avg Loss | 2.396 | 2.7518 | 1.7401 | 1.563 | 1.8497 | 1.1358 |
Largest Winning Trade | 342834 | 342834 | 54733 | 24978398 | 24978398 | 4967599 |
Largest Losing Trade | -27754 | -24252 | -27754 | -15887793 | -4827690 | -15887793 |
Avg Bars in Trades | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Winners | 42 | 39 | 44 | 42 | 39 | 44 |
Avg Bars in Losers | 21 | 27 | 16 | 21 | 27 | 16 |
Bars Traded | 9792 | 5241 | 4551 | 9792 | 5241 | 4551 |
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 | 182274 | -50979 | -265624 | 389562 | 436213 | -580565 |
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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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