Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1578462.156 | 1540571.3671 | 37890.7889 | 19131518.7626 | 34956798.9164 | -15825280.1537 |
Total P&L (%) | 1578.4622 | 1540.5714 | 37.8908 | 19131.5188 | 34956.7989 | -15825.2802 |
Avg Daily Profit (%) | 0.8487 | 0.8283 | 0.0204 | 0.2832 | 0.3156 | 0 |
Buy And Hold Return (%) | 8439.2139 | 8439.2139 | 8439.2139 | 8439.2139 | 8439.2139 | 8439.2139 |
Max Trade Drawdown | -85210 | -100391 | -70619 | -23930457 | -11364944 | -17905706 |
Profit Factor | 3.0521 | 5.3898 | 1.0906 | 1.2313 | 1.9787 | 0.6633 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Losing Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Profitability (%) | 48.3607 | 48.3607 | 48.3607 | 48.3607 | 48.3607 | 48.3607 |
Ratio Avg Win / Avg Loss | 3.259 | 5.7552 | 1.1645 | 1.3148 | 2.1129 | 0.7082 |
Largest Winning Trade | 674868 | 674868 | 60843 | 24092248 | 24092248 | 4973327 |
Largest Losing Trade | -28801 | -20652 | -28801 | -4213913 | -4213913 | -3884383 |
Avg Bars in Trades | 44 | 45 | 42 | 44 | 45 | 42 |
Avg Bars in Winners | 66 | 70 | 62 | 66 | 70 | 62 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 10738 | 5562 | 5176 | 10738 | 5562 | 5176 |
Profit Streak | 0 | 69.8582 | 0 | 0 | 69.8582 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146099 | -143892 | -453164 | 141942 | 406901 | -581645 |
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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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