Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113356.4114 | 901244.0488 | 212112.3626 | 76800816.1419 | 52360476.4916 | 24440339.6502 |
Total P&L (%) | 1113.3564 | 901.244 | 212.1124 | 76800.8161 | 52360.4765 | 24440.3397 |
Avg Daily Profit (%) | 0.6109 | 0.4945 | 0.1164 | 0.3653 | 0.3442 | 0.3024 |
Buy And Hold Return (%) | 900.5713 | 900.5713 | 900.5713 | 900.5713 | 900.5713 | 900.5713 |
Max Trade Drawdown | -64356 | -54002 | -73154 | -28782828 | -12079709 | -20920224 |
Profit Factor | 2.6008 | 4.1166 | 1.522 | 1.8788 | 2.4977 | 1.4662 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Profitability (%) | 56.3953 | 58.1395 | 54.6512 | 56.3953 | 58.1395 | 54.6512 |
Ratio Avg Win / Avg Loss | 2.0109 | 2.964 | 1.2629 | 1.4527 | 1.7983 | 1.2166 |
Largest Winning Trade | 240601 | 240601 | 70376 | 13871060 | 13871060 | 12162538 |
Largest Losing Trade | -44905 | -31105 | -44905 | -20435868 | -7679273 | -20435868 |
Avg Bars in Trades | 125 | 113 | 137 | 125 | 113 | 137 |
Avg Bars in Winners | 147 | 124 | 172 | 147 | 124 | 172 |
Avg Bars in Losers | 95 | 96 | 95 | 95 | 96 | 95 |
Bars Traded | 21518 | 9720 | 11797 | 21518 | 9720 | 11797 |
Profit Streak | 0 | 95.5621 | 0 | 0 | 95.5621 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74029 | -145589 | -201678 | 490888 | 586235 | 370482 |
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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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