Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1236503.3817 | 1062537.4831 | 173965.8986 | 23634629.4212 | 22663260.6423 | 971368.7789 |
Total P&L (%) | 1236.5034 | 1062.5375 | 173.9659 | 23634.6294 | 22663.2606 | 971.3688 |
Avg Daily Profit (%) | 0.6818 | 0.5858 | 0.0959 | 0.302 | 0.2997 | 0.1308 |
Buy And Hold Return (%) | 548.0283 | 548.0283 | 548.0283 | 548.0283 | 548.0283 | 548.0283 |
Max Trade Drawdown | -111277 | -104136 | -60806 | -41668538 | -31039128 | -24507878 |
Profit Factor | 2.5159 | 3.5231 | 1.4409 | 1.1164 | 1.2185 | 1.0098 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 48.3871 | 47.3118 | 49.4624 | 48.3871 | 47.3118 | 49.4624 |
Ratio Avg Win / Avg Loss | 2.6837 | 3.9234 | 1.4723 | 1.1909 | 1.357 | 1.0317 |
Largest Winning Trade | 350986 | 350986 | 50300 | 18215919 | 18215919 | 8479565 |
Largest Losing Trade | -53098 | -53098 | -31114 | -17614067 | -17614067 | -15054643 |
Avg Bars in Trades | 57 | 62 | 52 | 57 | 62 | 52 |
Avg Bars in Winners | 74 | 80 | 67 | 74 | 80 | 67 |
Avg Bars in Losers | 42 | 46 | 37 | 42 | 46 | 37 |
Bars Traded | 10744 | 5853 | 4891 | 10744 | 5853 | 4891 |
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 | 436235 | 338385 | -230261 | -83195 | 256484 | -236615 |
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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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