Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1241433.0432 | 1033027.7174 | 208405.3258 | 57014590.3232 | 45192332.6465 | 11822257.6766 |
Total P&L (%) | 1241.433 | 1033.0277 | 208.4053 | 57014.5903 | 45192.3326 | 11822.2577 |
Avg Daily Profit (%) | 0.6821 | 0.5676 | 0.1145 | 0.3494 | 0.3366 | 0.263 |
Buy And Hold Return (%) | 671.671 | 671.671 | 671.671 | 671.671 | 671.671 | 671.671 |
Max Trade Drawdown | -72539 | -64116 | -50771 | -55692209 | -46812144 | -29170549 |
Profit Factor | 2.7091 | 3.912 | 1.5608 | 1.2276 | 1.3683 | 1.0925 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 47.5936 | 46.2366 | 48.9362 | 47.5936 | 46.2366 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.983 | 4.5488 | 1.6286 | 1.3517 | 1.591 | 1.14 |
Largest Winning Trade | 263589 | 263589 | 57483 | 35680847 | 35680847 | 18685317 |
Largest Losing Trade | -50241 | -22297 | -50241 | -20645861 | -20645861 | -13212126 |
Avg Bars in Trades | 115 | 124 | 106 | 115 | 124 | 106 |
Avg Bars in Winners | 162 | 176 | 150 | 162 | 176 | 150 |
Avg Bars in Losers | 72 | 79 | 64 | 72 | 79 | 64 |
Bars Traded | 21576 | 11537 | 10039 | 21576 | 11537 | 10039 |
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 | 340924 | 231788 | -203828 | 323975 | 325737 | -110923 |
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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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