Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331998.1132 | 1072697.2659 | 259300.8473 | 207612517.8614 | 147945029.4702 | 59667488.3912 |
Total P&L (%) | 1331.9981 | 1072.6973 | 259.3008 | 207612.5179 | 147945.0295 | 59667.4884 |
Avg Daily Profit (%) | 0.7298 | 0.5877 | 0.1421 | 0.4194 | 0.4008 | 0.3509 |
Buy And Hold Return (%) | 858.2609 | 858.2609 | 858.2609 | 858.2609 | 858.2609 | 858.2609 |
Max Trade Drawdown | -73946 | -67040 | -43996 | -113650675 | -64856341 | -106958349 |
Profit Factor | 3.0005 | 4.4754 | 1.726 | 1.4554 | 1.8098 | 1.2184 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 53.7634 | 53.7634 | 53.7634 | 53.7634 | 53.7634 | 53.7634 |
Ratio Avg Win / Avg Loss | 2.5804 | 3.8489 | 1.4843 | 1.2516 | 1.5564 | 1.0478 |
Largest Winning Trade | 317432 | 317432 | 75985 | 54652449 | 49644220 | 54652449 |
Largest Losing Trade | -29746 | -28112 | -29746 | -62402041 | -26261920 | -62402041 |
Avg Bars in Trades | 115 | 106 | 124 | 115 | 106 | 124 |
Avg Bars in Winners | 142 | 124 | 160 | 142 | 124 | 160 |
Avg Bars in Losers | 84 | 86 | 82 | 84 | 86 | 82 |
Bars Traded | 21520 | 9931 | 11589 | 21520 | 9931 | 11589 |
Profit Streak | 0 | 14.6618 | 0 | 0 | 14.6618 | 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 | 355779 | -68513 | -166824 | 446691 | 502500 | 327399 |
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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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