Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1237805.1398 | 1040969.5609 | 196835.5789 | 46451568.4771 | 71883097.3937 | -25431528.9166 |
Total P&L (%) | 1237.8051 | 1040.9696 | 196.8356 | 46451.5685 | 71883.0974 | -25431.5289 |
Avg Daily Profit (%) | 0.6809 | 0.5726 | 0.1083 | 0.3385 | 0.3626 | 0 |
Buy And Hold Return (%) | 664.157 | 664.157 | 664.157 | 664.157 | 664.157 | 664.157 |
Max Trade Drawdown | -107562 | -67408 | -62197 | -96064748 | -54030789 | -59977042 |
Profit Factor | 2.647 | 3.8831 | 1.5041 | 1.1481 | 1.5046 | 0.8515 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 46.8421 | 43.1579 | 50.5263 | 46.8421 | 43.1579 | 50.5263 |
Ratio Avg Win / Avg Loss | 3.0039 | 5.1143 | 1.4728 | 1.3029 | 1.9817 | 0.8337 |
Largest Winning Trade | 325243 | 325243 | 59455 | 59479022 | 59479022 | 17184842 |
Largest Losing Trade | -22163 | -21680 | -22163 | -27322328 | -15696923 | -27322328 |
Avg Bars in Trades | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Winners | 81 | 86 | 77 | 81 | 86 | 77 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 10739 | 5457 | 5282 | 10739 | 5457 | 5282 |
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 | 329995 | 196703 | -213110 | -48644 | 320811 | -581010 |
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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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