Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150288.0148 | 985338.358 | 164949.6568 | 19934496.5137 | 20118704.3845 | -184207.8708 |
Total P&L (%) | 1150.288 | 985.3384 | 164.9497 | 19934.4965 | 20118.7044 | -184.2079 |
Avg Daily Profit (%) | 0.6343 | 0.5434 | 0.091 | 0.2927 | 0.2932 | 0 |
Buy And Hold Return (%) | 558.0678 | 558.0678 | 558.0678 | 558.0678 | 558.0678 | 558.0678 |
Max Trade Drawdown | -93876 | -53544 | -84838 | -36703233 | -18089121 | -23141617 |
Profit Factor | 2.134 | 3.1925 | 1.292 | 1.1473 | 1.3235 | 0.9975 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 143 | 64 | 79 | 143 | 64 | 79 |
Losing Trades | 181 | 98 | 83 | 181 | 98 | 83 |
Profitability (%) | 44.1358 | 39.5062 | 48.7654 | 44.1358 | 39.5062 | 48.7654 |
Ratio Avg Win / Avg Loss | 2.701 | 4.8885 | 1.3574 | 1.4522 | 2.0266 | 1.048 |
Largest Winning Trade | 277419 | 277419 | 56069 | 16410701 | 16410701 | 8763223 |
Largest Losing Trade | -43825 | -21734 | -43825 | -7107734 | -4389493 | -7107734 |
Avg Bars in Trades | 66 | 59 | 73 | 66 | 59 | 73 |
Avg Bars in Winners | 102 | 99 | 103 | 102 | 99 | 103 |
Avg Bars in Losers | 37 | 32 | 44 | 37 | 32 | 44 |
Bars Traded | 21465 | 9585 | 11880 | 21465 | 9585 | 11880 |
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 | 314692 | 174052 | -237454 | -50213 | 229863 | -579298 |
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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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