Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1237831.3558 | 1035987.5099 | 201843.846 | 63111633.6681 | 49870030.7058 | 13241602.9623 |
Total P&L (%) | 1237.8314 | 1035.9875 | 201.8438 | 63111.6337 | 49870.0307 | 13241.603 |
Avg Daily Profit (%) | 0.6813 | 0.5702 | 0.1111 | 0.3556 | 0.3426 | 0.2697 |
Buy And Hold Return (%) | 675.2926 | 675.2926 | 675.2926 | 675.2926 | 675.2926 | 675.2926 |
Max Trade Drawdown | -88056 | -63426 | -68232 | -37033881 | -38089140 | -22736861 |
Profit Factor | 2.7961 | 4.0716 | 1.5736 | 1.307 | 1.4668 | 1.1341 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 42.2857 | 36.7816 | 47.7273 | 42.2857 | 36.7816 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.8163 | 6.9981 | 1.7234 | 1.7838 | 2.521 | 1.2421 |
Largest Winning Trade | 291644 | 291644 | 67429 | 32350021 | 32350021 | 15824382 |
Largest Losing Trade | -30457 | -18682 | -30457 | -10847082 | -10847082 | -10232027 |
Avg Bars in Trades | 122 | 117 | 128 | 122 | 117 | 128 |
Avg Bars in Winners | 205 | 210 | 202 | 205 | 210 | 202 |
Avg Bars in Losers | 62 | 63 | 60 | 62 | 63 | 60 |
Bars Traded | 21509 | 10237 | 11272 | 21509 | 10237 | 11272 |
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 | 266493 | 102941 | -208790 | 306784 | 216313 | -65594 |
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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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