Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242396.3065 | 1021975.0803 | 220421.2262 | 85886365.1108 | 68217088.0167 | 17669277.0941 |
Total P&L (%) | 1242.3963 | 1021.9751 | 220.4212 | 85886.3651 | 68217.088 | 17669.2771 |
Avg Daily Profit (%) | 0.6816 | 0.5607 | 0.1209 | 0.3714 | 0.3587 | 0.2846 |
Buy And Hold Return (%) | 796.3514 | 796.3514 | 796.3514 | 796.3514 | 796.3514 | 796.3514 |
Max Trade Drawdown | -91112 | -51808 | -66883 | -72042212 | -47042361 | -48318845 |
Profit Factor | 2.5933 | 3.6815 | 1.553 | 1.2666 | 1.4224 | 1.11 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 50.655 | 50 | 51.3043 | 50.655 | 50 | 51.3043 |
Ratio Avg Win / Avg Loss | 2.5263 | 3.6815 | 1.474 | 1.2338 | 1.4224 | 1.0535 |
Largest Winning Trade | 291643 | 291643 | 76436 | 46604112 | 46604112 | 23419379 |
Largest Losing Trade | -30989 | -20558 | -30989 | -20764482 | -18973469 | -20764482 |
Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Winners | 63 | 61 | 65 | 63 | 61 | 65 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 10786 | 5137 | 5649 | 10786 | 5137 | 5649 |
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 | 308192 | -59935 | -195803 | 383958 | 359102 | -90870 |
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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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