Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953527.9059 | 770714.5407 | 182813.3652 | 44931552.4382 | 36082665.7254 | 8848886.7128 |
Total P&L (%) | 953.5279 | 770.7145 | 182.8134 | 44931.5524 | 36082.6657 | 8848.8867 |
Avg Daily Profit (%) | 0.5254 | 0.4247 | 0.1007 | 0.3372 | 0.3251 | 0.2479 |
Buy And Hold Return (%) | 602.2186 | 602.2186 | 602.2186 | 602.2186 | 602.2186 | 602.2186 |
Max Trade Drawdown | -67424 | -43577 | -82629 | -32100649 | -16363961 | -21281976 |
Profit Factor | 2.0937 | 3.0017 | 1.3755 | 1.3151 | 1.617 | 1.1052 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 135 | 72 | 63 | 135 | 72 | 63 |
Losing Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Profitability (%) | 54.4355 | 58.0645 | 50.8065 | 54.4355 | 58.0645 | 50.8065 |
Ratio Avg Win / Avg Loss | 1.7525 | 2.1679 | 1.3319 | 1.1008 | 1.1678 | 1.0701 |
Largest Winning Trade | 162746 | 162746 | 76962 | 12897399 | 12897399 | 11787700 |
Largest Losing Trade | -29066 | -29066 | -25671 | -12910134 | -7682675 | -12910134 |
Avg Bars in Trades | 86 | 79 | 93 | 86 | 79 | 93 |
Avg Bars in Winners | 97 | 75 | 123 | 97 | 75 | 123 |
Avg Bars in Losers | 73 | 85 | 63 | 73 | 85 | 63 |
Bars Traded | 21532 | 9886 | 11646 | 21532 | 9886 | 11646 |
Profit Streak | 0 | 11.9688 | 0 | 0 | 11.9688 | 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 | 252213 | -61595 | -223854 | 405340 | 450054 | -96458 |
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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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