Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175639.2543 | 987306.9548 | 188332.2995 | 39811287.5795 | 35113527.5092 | 4697760.0703 |
Total P&L (%) | 1175.6393 | 987.307 | 188.3323 | 39811.2876 | 35113.5275 | 4697.7601 |
Avg Daily Profit (%) | 0.6485 | 0.5446 | 0.1039 | 0.3309 | 0.324 | 0.2137 |
Buy And Hold Return (%) | 539.9941 | 539.9941 | 539.9941 | 539.9941 | 539.9941 | 539.9941 |
Max Trade Drawdown | -92984 | -57252 | -73882 | -30396001 | -24702125 | -17617835 |
Profit Factor | 2.6442 | 3.8962 | 1.5034 | 1.2538 | 1.4494 | 1.0597 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 44.8864 | 43.1818 | 46.5909 | 44.8864 | 43.1818 | 46.5909 |
Ratio Avg Win / Avg Loss | 3.2467 | 5.1266 | 1.7234 | 1.5395 | 1.9071 | 1.2147 |
Largest Winning Trade | 249768 | 249768 | 64670 | 21634403 | 21634403 | 12702967 |
Largest Losing Trade | -32688 | -18979 | -32688 | -9047529 | -8646485 | -9047529 |
Avg Bars in Trades | 121 | 115 | 128 | 121 | 115 | 128 |
Avg Bars in Winners | 194 | 193 | 195 | 194 | 193 | 195 |
Avg Bars in Losers | 62 | 56 | 69 | 62 | 56 | 69 |
Bars Traded | 21456 | 10177 | 11278 | 21456 | 10177 | 11278 |
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 | 365014 | 250730 | -219285 | 324079 | 296448 | -148380 |
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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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