Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119002.1006 | 941195.4 | 177806.7006 | 39734025.6651 | 28017215.2037 | 11716810.4615 |
Total P&L (%) | 1119.0021 | 941.1954 | 177.8067 | 39734.0257 | 28017.2152 | 11716.8105 |
Avg Daily Profit (%) | 0.616 | 0.5181 | 0.0979 | 0.3302 | 0.3109 | 0.2631 |
Buy And Hold Return (%) | 630.5608 | 630.5608 | 630.5608 | 630.5608 | 630.5608 | 630.5608 |
Max Trade Drawdown | -65166 | -49736 | -51459 | -37837391 | -9287496 | -28841563 |
Profit Factor | 2.5408 | 4.9713 | 1.3634 | 1.3763 | 1.9241 | 1.1556 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Losing Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Profitability (%) | 50 | 51.9608 | 48.0392 | 50 | 51.9608 | 48.0392 |
Ratio Avg Win / Avg Loss | 2.5408 | 4.5961 | 1.4747 | 1.3763 | 1.7789 | 1.25 |
Largest Winning Trade | 241897 | 241897 | 75985 | 13898507 | 8182090 | 13898507 |
Largest Losing Trade | -32841 | -26728 | -32841 | -8773956 | -5528434 | -8773956 |
Avg Bars in Trades | 51 | 25 | 77 | 51 | 25 | 77 |
Avg Bars in Winners | 72 | 32 | 116 | 72 | 32 | 116 |
Avg Bars in Losers | 30 | 17 | 41 | 30 | 17 | 41 |
Bars Traded | 10505 | 2603 | 7902 | 10505 | 2603 | 7902 |
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 | 328098 | 225573 | -228645 | 387651 | 464009 | -41788 |
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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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