Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1064658.0548 | 946516.5773 | 118141.4776 | 9384561.1228 | 34168555.1553 | -24783994.0325 |
Total P&L (%) | 1064.6581 | 946.5166 | 118.1415 | 9384.5611 | 34168.5552 | -24783.994 |
Avg Daily Profit (%) | 0.5842 | 0.5194 | 0.0648 | 0.2501 | 0.3208 | 0 |
Buy And Hold Return (%) | 677.8389 | 677.8389 | 677.8389 | 677.8389 | 677.8389 | 677.8389 |
Max Trade Drawdown | -151211 | -89404 | -82879 | -57125172 | -29071651 | -36078696 |
Profit Factor | 2.211 | 3.2033 | 1.2628 | 1.0665 | 1.5058 | 0.6627 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 46.1538 | 43.956 | 48.3516 | 46.1538 | 43.956 | 48.3516 |
Ratio Avg Win / Avg Loss | 2.5795 | 4.0842 | 1.3489 | 1.2443 | 1.9199 | 0.7079 |
Largest Winning Trade | 342190 | 342190 | 56653 | 32419107 | 32419107 | 5090721 |
Largest Losing Trade | -28451 | -28415 | -28451 | -11297253 | -5603133 | -11297253 |
Avg Bars in Trades | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Winners | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 5294 | 2686 | 2608 | 5294 | 2686 | 2608 |
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 | 198478 | -27955 | -272961 | -139130 | 329015 | -581452 |
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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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