Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1177123.9707 | 987779.0849 | 189344.8858 | 37763290.6964 | 30755873.3632 | 7007417.3332 |
Total P&L (%) | 1177.124 | 987.7791 | 189.3449 | 37763.2907 | 30755.8734 | 7007.4173 |
Avg Daily Profit (%) | 0.6481 | 0.5439 | 0.1043 | 0.3274 | 0.3161 | 0.235 |
Buy And Hold Return (%) | 563.1726 | 563.1726 | 563.1726 | 563.1726 | 563.1726 | 563.1726 |
Max Trade Drawdown | -108895 | -67723 | -75575 | -34219224 | -28666744 | -16223164 |
Profit Factor | 2.7676 | 4.007 | 1.5611 | 1.2269 | 1.346 | 1.0903 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 48.8889 | 46.2687 | 51.4706 | 48.8889 | 46.2687 | 51.4706 |
Ratio Avg Win / Avg Loss | 2.8934 | 4.6532 | 1.4719 | 1.2827 | 1.5631 | 1.028 |
Largest Winning Trade | 256513 | 256513 | 66018 | 24439996 | 24439996 | 13946482 |
Largest Losing Trade | -37237 | -24383 | -37237 | -10494083 | -10494083 | -9791766 |
Avg Bars in Trades | 53 | 50 | 55 | 53 | 50 | 55 |
Avg Bars in Winners | 79 | 77 | 81 | 79 | 77 | 81 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 7160 | 3374 | 3786 | 7160 | 3374 | 3786 |
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 | 388333 | -108895 | -326894 | 312806 | -107903 | -221798 |
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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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