Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139798.2785 | 961248.1707 | 178550.1079 | 40062470.4249 | 36626916.4226 | 3435554.0022 |
Total P&L (%) | 1139.7983 | 961.2482 | 178.5501 | 40062.4704 | 36626.9164 | 3435.554 |
Avg Daily Profit (%) | 0.626 | 0.528 | 0.0981 | 0.3298 | 0.3249 | 0.196 |
Buy And Hold Return (%) | 792.3387 | 792.3387 | 792.3387 | 792.3387 | 792.3387 | 792.3387 |
Max Trade Drawdown | -75807 | -58420 | -60374 | -34566293 | -28962403 | -24847731 |
Profit Factor | 2.5162 | 3.8872 | 1.4263 | 1.2371 | 1.4859 | 1.0367 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 48.3871 | 46.2366 | 50.5376 | 48.3871 | 46.2366 | 50.5376 |
Ratio Avg Win / Avg Loss | 2.684 | 4.52 | 1.396 | 1.3195 | 1.7278 | 1.0146 |
Largest Winning Trade | 284656 | 284656 | 76491 | 30756067 | 30756067 | 19522993 |
Largest Losing Trade | -30186 | -18764 | -30186 | -12502186 | -12502186 | -11579722 |
Avg Bars in Trades | 115 | 105 | 125 | 115 | 105 | 125 |
Avg Bars in Winners | 153 | 131 | 173 | 153 | 131 | 173 |
Avg Bars in Losers | 80 | 83 | 77 | 80 | 83 | 77 |
Bars Traded | 21491 | 9788 | 11703 | 21491 | 9788 | 11703 |
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 | -12525 | -83405 | -227206 | 330966 | 348016 | -174315 |
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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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