Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1092421.0187 | 970239.0878 | 122181.9309 | 8257153.9699 | 14341032.8491 | -6083878.8792 |
Total P&L (%) | 1092.421 | 970.2391 | 122.1819 | 8257.154 | 14341.0328 | -6083.8789 |
Avg Daily Profit (%) | 0.6012 | 0.534 | 0.0672 | 0.2439 | 0.274 | 0 |
Buy And Hold Return (%) | 652.9508 | 652.9508 | 652.9508 | 652.9508 | 652.9508 | 652.9508 |
Max Trade Drawdown | -69733 | -95879 | -59395 | -9347231 | -9535304 | -11526200 |
Profit Factor | 2.1465 | 3.1464 | 1.244 | 1.1066 | 1.4216 | 0.8601 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Profitability (%) | 48.1481 | 46.2963 | 50 | 48.1481 | 46.2963 | 50 |
Ratio Avg Win / Avg Loss | 2.3117 | 3.6499 | 1.244 | 1.1917 | 1.6491 | 0.8601 |
Largest Winning Trade | 327332 | 327332 | 53204 | 6899996 | 6899996 | 2318635 |
Largest Losing Trade | -45764 | -45764 | -27081 | -4794656 | -4794656 | -3096657 |
Avg Bars in Trades | 99 | 108 | 90 | 99 | 108 | 90 |
Avg Bars in Winners | 132 | 145 | 121 | 132 | 145 | 121 |
Avg Bars in Losers | 68 | 76 | 59 | 68 | 76 | 59 |
Bars Traded | 21473 | 11706 | 9767 | 21473 | 11706 | 9767 |
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 | 248100 | 21532 | -269454 | -94484 | 320464 | -581044 |
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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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