Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1171426.4376 | 989154.4656 | 182271.972 | 35999652.0051 | 40293286.4616 | -4293634.4565 |
Total P&L (%) | 1171.4264 | 989.1545 | 182.272 | 35999.652 | 40293.2865 | -4293.6345 |
Avg Daily Profit (%) | 0.6419 | 0.5421 | 0.0999 | 0.3232 | 0.3294 | 0 |
Buy And Hold Return (%) | 732.6426 | 732.6426 | 732.6426 | 732.6426 | 732.6426 | 732.6426 |
Max Trade Drawdown | -82621 | -60046 | -71394 | -68351529 | -40960904 | -49672534 |
Profit Factor | 2.4891 | 3.704 | 1.4331 | 1.1498 | 1.3719 | 0.9675 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.1529 | 4.6917 | 1.8153 | 1.4565 | 1.7378 | 1.2254 |
Largest Winning Trade | 298677 | 298677 | 70140 | 39071902 | 39071902 | 22562538 |
Largest Losing Trade | -42022 | -24224 | -42022 | -19312729 | -13385724 | -19312729 |
Avg Bars in Trades | 52 | 48 | 57 | 52 | 48 | 57 |
Avg Bars in Winners | 83 | 75 | 91 | 83 | 75 | 91 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 10760 | 4926 | 5834 | 10760 | 4926 | 5834 |
Profit Streak | 0 | 14.8171 | 0 | 0 | 14.8171 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 207959 | -41027 | -225966 | -47826 | 316675 | -581681 |
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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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