Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166359.2041 | 1018602.8442 | 147756.3599 | 7430619.3066 | 7500046.3038 | -69426.9972 |
Total P&L (%) | 1166.3592 | 1018.6028 | 147.7564 | 7430.6193 | 7500.0463 | -69.427 |
Avg Daily Profit (%) | 0.5601 | 0.4891 | 0.071 | 0.2077 | 0.2082 | -0.0569 |
Buy And Hold Return (%) | 87.9921 | 87.9921 | 87.9921 | 87.9921 | 87.9921 | 87.9921 |
Max Trade Drawdown | -124855 | -104570 | -99347 | -27726644 | -21056448 | -9052047 |
Profit Factor | 2.1557 | 2.9474 | 1.3039 | 1.1017 | 1.1861 | 0.9979 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 119 | 64 | 55 | 119 | 64 | 55 |
Profitability (%) | 45.9091 | 41.8182 | 50 | 45.9091 | 41.8182 | 50 |
Ratio Avg Win / Avg Loss | 2.5399 | 4.1008 | 1.3039 | 1.298 | 1.6503 | 0.9979 |
Largest Winning Trade | 432141 | 432141 | 82656 | 18715288 | 18715288 | 4382547 |
Largest Losing Trade | -37675 | -37675 | -30352 | -5905359 | -5905359 | -4908799 |
Avg Bars in Trades | 111 | 100 | 122 | 111 | 100 | 122 |
Avg Bars in Winners | 166 | 152 | 178 | 166 | 152 | 178 |
Avg Bars in Losers | 64 | 62 | 66 | 64 | 62 | 66 |
Bars Traded | 24462 | 11024 | 13438 | 24462 | 11024 | 13438 |
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 | 531959 | 456992 | -107386 | -101035 | -10004 | -581039 |
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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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