Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1326659.1705 | 1124427.8395 | 202231.331 | 42561755.4624 | 31068646.2562 | 11493109.2062 |
Total P&L (%) | 1326.6592 | 1124.4278 | 202.2313 | 42561.7555 | 31068.6463 | 11493.1092 |
Avg Daily Profit (%) | 0.7271 | 0.6163 | 0.1108 | 0.3325 | 0.3152 | 0.2608 |
Buy And Hold Return (%) | 748.7178 | 748.7178 | 748.7178 | 748.7178 | 748.7178 | 748.7178 |
Max Trade Drawdown | -124296 | -100329 | -42986 | -45138197 | -39751119 | -25392435 |
Profit Factor | 2.5451 | 3.1604 | 1.598 | 1.1944 | 1.2244 | 1.1427 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 99 | 43 | 56 | 99 | 43 | 56 |
Losing Trades | 98 | 55 | 43 | 98 | 55 | 43 |
Profitability (%) | 50.2538 | 43.8776 | 56.5657 | 50.2538 | 43.8776 | 56.5657 |
Ratio Avg Win / Avg Loss | 2.5194 | 4.0424 | 1.2271 | 1.1823 | 1.5661 | 0.8774 |
Largest Winning Trade | 336369 | 336369 | 45148 | 40305093 | 40305093 | 10516405 |
Largest Losing Trade | -69786 | -69786 | -19110 | -21959936 | -21959936 | -10983397 |
Avg Bars in Trades | 18 | 27 | 9 | 18 | 27 | 9 |
Avg Bars in Winners | 21 | 35 | 10 | 21 | 35 | 10 |
Avg Bars in Losers | 14 | 20 | 6 | 14 | 20 | 6 |
Bars Traded | 3558 | 2666 | 892 | 3558 | 2666 | 892 |
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 | 371804 | 181053 | -208050 | 135712 | 264939 | -55832 |
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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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