Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1524031.3919 | 1410098.6932 | 113932.6987 | 121911900.5317 | 111740584.6439 | 10171315.8878 |
Total P&L (%) | 1524.0314 | 1410.0987 | 113.9327 | 121911.9005 | 111740.5846 | 10171.3159 |
Avg Daily Profit (%) | 0.7318 | 0.6771 | 0.0547 | 0.3418 | 0.3376 | 0.2227 |
Buy And Hold Return (%) | 10442.881 | 10442.881 | 10442.881 | 10442.881 | 10442.881 | 10442.881 |
Max Trade Drawdown | -47814 | -53192 | -87430 | -48320472 | -48880318 | -47039540 |
Profit Factor | 3.5302 | 6.5396 | 1.3276 | 1.4918 | 2.0806 | 1.0704 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 46.8468 | 45.045 | 48.6486 | 46.8468 | 45.045 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.0054 | 7.9783 | 1.4014 | 1.6927 | 2.5383 | 1.1299 |
Largest Winning Trade | 511582 | 511582 | 44272 | 87194197 | 87194197 | 41730839 |
Largest Losing Trade | -38710 | -15656 | -38710 | -28337798 | -12815529 | -28337798 |
Avg Bars in Trades | 110 | 101 | 120 | 110 | 101 | 120 |
Avg Bars in Winners | 169 | 165 | 173 | 169 | 165 | 173 |
Avg Bars in Losers | 59 | 50 | 69 | 59 | 50 | 69 |
Bars Traded | 24629 | 11307 | 13322 | 24629 | 11307 | 13322 |
Profit Streak | 0 | 28.6066 | 0 | 0 | 28.6066 | 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 | -146542 | -146779 | -286175 | 415902 | 414871 | -301404 |
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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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