Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1315099.5704 | 1110284.4296 | 204815.1407 | 61087701.0682 | 55637892.1506 | 5449808.9176 |
Total P&L (%) | 1315.0996 | 1110.2844 | 204.8151 | 61087.7011 | 55637.8922 | 5449.8089 |
Avg Daily Profit (%) | 0.716 | 0.6045 | 0.1115 | 0.35 | 0.3449 | 0.2189 |
Buy And Hold Return (%) | 647.4638 | 647.4638 | 647.4638 | 647.4638 | 647.4638 | 647.4638 |
Max Trade Drawdown | -91102 | -74886 | -79653 | -91001261 | -80086588 | -45454517 |
Profit Factor | 2.4675 | 3.4122 | 1.4699 | 1.1959 | 1.3397 | 1.0368 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 44.8276 | 43.1034 | 46.5517 | 44.8276 | 43.1034 | 46.5517 |
Ratio Avg Win / Avg Loss | 3.037 | 4.5041 | 1.6877 | 1.4719 | 1.7685 | 1.1904 |
Largest Winning Trade | 364350 | 364350 | 59478 | 68139269 | 68139269 | 25663718 |
Largest Losing Trade | -29353 | -21680 | -29353 | -14877869 | -14877869 | -12080995 |
Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Winners | 37 | 39 | 36 | 37 | 39 | 36 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 5456 | 2688 | 2768 | 5456 | 2688 | 2768 |
Profit Streak | 7.7655 | 0 | 9.4322 | 7.7655 | 0 | 9.4322 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382553 | 236897 | -208308 | 160565 | 290292 | -172474 |
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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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