Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1190185.0116 | 995811.7734 | 194373.2383 | 43882329.5405 | 49028154.8806 | -5145825.3402 |
Total P&L (%) | 1190.185 | 995.8118 | 194.3732 | 43882.3295 | 49028.1549 | -5145.8253 |
Avg Daily Profit (%) | 0.6513 | 0.5449 | 0.1064 | 0.3336 | 0.3397 | 0 |
Buy And Hold Return (%) | 818.4081 | 818.4081 | 818.4081 | 818.4081 | 818.4081 | 818.4081 |
Max Trade Drawdown | -106008 | -75730 | -68611 | -96757756 | -61179053 | -56018870 |
Profit Factor | 2.1024 | 2.8725 | 1.3548 | 1.1278 | 1.2822 | 0.9697 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 162 | 77 | 85 | 162 | 77 | 85 |
Losing Trades | 188 | 98 | 90 | 188 | 98 | 90 |
Profitability (%) | 46.2857 | 44 | 48.5714 | 46.2857 | 44 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.4398 | 3.6558 | 1.4345 | 1.3088 | 1.6319 | 1.0267 |
Largest Winning Trade | 247625 | 247625 | 56619 | 61158653 | 61158653 | 14985390 |
Largest Losing Trade | -23746 | -23746 | -21209 | -16606358 | -12794783 | -16606358 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 7202 | 3617 | 3584 | 7202 | 3617 | 3584 |
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 | -7893 | -83564 | -216268 | -70138 | 310440 | -579028 |
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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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