Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198579.861 | 996701.0408 | 201878.8202 | 65700081.1802 | 41773172.164 | 23926909.0162 |
Total P&L (%) | 1198.5799 | 996.701 | 201.8788 | 65700.0812 | 41773.1722 | 23926.909 |
Avg Daily Profit (%) | 0.6604 | 0.5491 | 0.1112 | 0.3582 | 0.3332 | 0.3025 |
Buy And Hold Return (%) | 548.9796 | 548.9796 | 548.9796 | 548.9796 | 548.9796 | 548.9796 |
Max Trade Drawdown | -87872 | -77716 | -51702 | -104271402 | -91144046 | -55483926 |
Profit Factor | 2.5579 | 3.6276 | 1.5176 | 1.1954 | 1.2442 | 1.1449 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 43.0962 | 41.1765 | 45 | 43.0962 | 41.1765 | 45 |
Ratio Avg Win / Avg Loss | 3.3774 | 5.1823 | 1.8548 | 1.5784 | 1.7774 | 1.3993 |
Largest Winning Trade | 236127 | 236127 | 75515 | 61803578 | 61803578 | 28752220 |
Largest Losing Trade | -26916 | -15097 | -26916 | -21222040 | -19677915 | -21222040 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 5348 | 2746 | 2602 | 5348 | 2746 | 2602 |
Profit Streak | 0 | 16.1886 | 0 | 0 | 16.1886 | 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 | 360939 | 247563 | -209657 | 136324 | 259732 | -54111 |
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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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