Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1502347.7123 | 1400235.1362 | 102112.5761 | 59296702.4717 | 52782150.7454 | 6514551.7262 |
Total P&L (%) | 1502.3477 | 1400.2351 | 102.1126 | 59296.7025 | 52782.1507 | 6514.5517 |
Avg Daily Profit (%) | 0.6651 | 0.6198 | 0.0452 | 0.2831 | 0.278 | 0.1857 |
Buy And Hold Return (%) | 7270.61 | 7270.61 | 7270.61 | 7270.61 | 7270.61 | 7270.61 |
Max Trade Drawdown | -99996 | -95464 | -110487 | -53690039 | -32044347 | -34211212 |
Profit Factor | 2.0456 | 3.0147 | 1.1376 | 1.2076 | 1.3822 | 1.0441 |
Total Trades | 498 | 249 | 249 | 498 | 249 | 249 |
Winning Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Losing Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Profitability (%) | 39.9598 | 39.759 | 40.1606 | 39.9598 | 39.759 | 40.1606 |
Ratio Avg Win / Avg Loss | 3.0735 | 4.5677 | 1.6951 | 1.8144 | 2.0942 | 1.5558 |
Largest Winning Trade | 499887 | 499887 | 30327 | 38618069 | 38618069 | 15255795 |
Largest Losing Trade | -35500 | -24268 | -35500 | -7709951 | -7101604 | -7709951 |
Avg Bars in Trades | 13 | 15 | 11 | 13 | 15 | 11 |
Avg Bars in Winners | 18 | 22 | 15 | 18 | 22 | 15 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 6721 | 3772 | 2949 | 6721 | 3772 | 2949 |
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 | -150901 | -151350 | -369125 | 300743 | 267974 | -331515 |
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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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