Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1251911.2116 | 1049281.3321 | 202629.8795 | 43285358.6814 | 27977969.7715 | 15307388.9099 |
Total P&L (%) | 1251.9112 | 1049.2813 | 202.6299 | 43285.3587 | 27977.9698 | 15307.3889 |
Avg Daily Profit (%) | 0.685 | 0.5742 | 0.1109 | 0.3328 | 0.309 | 0.276 |
Buy And Hold Return (%) | 764.4138 | 764.4138 | 764.4138 | 764.4138 | 764.4138 | 764.4138 |
Max Trade Drawdown | -109413 | -116448 | -58430 | -22788153 | -19822368 | -18665010 |
Profit Factor | 2.3281 | 3.1226 | 1.452 | 1.2723 | 1.3261 | 1.2092 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 102 | 43 | 59 | 102 | 43 | 59 |
Losing Trades | 124 | 70 | 54 | 124 | 70 | 54 |
Profitability (%) | 45.1327 | 38.0531 | 52.2124 | 45.1327 | 38.0531 | 52.2124 |
Ratio Avg Win / Avg Loss | 2.8302 | 5.0833 | 1.3289 | 1.5467 | 2.1587 | 1.1067 |
Largest Winning Trade | 295950 | 295950 | 40839 | 22750278 | 22750278 | 12247452 |
Largest Losing Trade | -37425 | -37425 | -20354 | -10724183 | -10724183 | -10037190 |
Avg Bars in Trades | 15 | 21 | 10 | 15 | 21 | 10 |
Avg Bars in Winners | 22 | 35 | 13 | 22 | 35 | 13 |
Avg Bars in Losers | 10 | 12 | 6 | 10 | 12 | 6 |
Bars Traded | 3589 | 2408 | 1181 | 3589 | 2408 | 1181 |
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 | 247696 | -37258 | -209423 | 351588 | 205247 | 306982 |
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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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