Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1509980.2444 | 1198532.8705 | 311447.3738 | 491779643.7164 | 302873285.621 | 188906358.0954 |
Total P&L (%) | 1509.9802 | 1198.5329 | 311.4474 | 491779.6437 | 302873.2856 | 188906.3581 |
Avg Daily Profit (%) | 0.6037 | 0.4792 | 0.1245 | 0.3404 | 0.321 | 0.3021 |
Buy And Hold Return (%) | 372.022 | 372.022 | 372.022 | 372.022 | 372.022 | 372.022 |
Max Trade Drawdown | -105610 | -65806 | -75225 | -340158287 | -195252289 | -264108675 |
Profit Factor | 4.6824 | 7.3132 | 2.4144 | 1.5448 | 1.765 | 1.3727 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 53.3981 | 53.8462 | 52.9412 | 53.3981 | 53.8462 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.0865 | 6.2684 | 2.1461 | 1.3482 | 1.5128 | 1.2202 |
Largest Winning Trade | 342792 | 342792 | 63550 | 151225161 | 142315064 | 151225161 |
Largest Losing Trade | -33980 | -18616 | -33980 | -97846050 | -67017917 | -97846050 |
Avg Bars in Trades | 93 | 80 | 107 | 93 | 80 | 107 |
Avg Bars in Winners | 129 | 103 | 156 | 129 | 103 | 156 |
Avg Bars in Losers | 52 | 53 | 51 | 52 | 53 | 51 |
Bars Traded | 9644 | 4176 | 5468 | 9644 | 4176 | 5468 |
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 | 633414 | -163518 | -367635 | 415162 | -167138 | -170235 |
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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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