Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307866.3373 | 1093492.654 | 214373.6834 | 59283459.552 | 45955118.923 | 13328340.6291 |
Total P&L (%) | 1307.8663 | 1093.4927 | 214.3737 | 59283.4596 | 45955.1189 | 13328.3406 |
Avg Daily Profit (%) | 0.7197 | 0.6017 | 0.118 | 0.352 | 0.338 | 0.27 |
Buy And Hold Return (%) | 612.5838 | 612.5838 | 612.5838 | 612.5838 | 612.5838 | 612.5838 |
Max Trade Drawdown | -91102 | -74886 | -79653 | -89820433 | -80086588 | -34590916 |
Profit Factor | 2.497 | 3.4165 | 1.509 | 1.2003 | 1.2893 | 1.0972 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 44.7368 | 42.9825 | 46.4912 | 44.7368 | 42.9825 | 46.4912 |
Ratio Avg Win / Avg Loss | 3.0845 | 4.5321 | 1.7368 | 1.4827 | 1.7103 | 1.2628 |
Largest Winning Trade | 364350 | 364350 | 59478 | 68139269 | 68139269 | 25663718 |
Largest Losing Trade | -29353 | -21680 | -29353 | -14877869 | -14877869 | -12080995 |
Avg Bars in Trades | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Winners | 37 | 39 | 36 | 37 | 39 | 36 |
Avg Bars in Losers | 12 | 10 | 13 | 12 | 10 | 13 |
Bars Traded | 5368 | 2625 | 2743 | 5368 | 2625 | 2743 |
Profit Streak | 0 | 18.3676 | 0 | 0 | 18.3676 | 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 | 384261 | 271568 | -200168 | 296489 | 295460 | -106345 |
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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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