Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1188669.5736 | 960261.5106 | 228408.063 | 56267419.8284 | 36784442.9331 | 19482976.8953 |
Total P&L (%) | 1188.6696 | 960.2615 | 228.4081 | 56267.4198 | 36784.4429 | 19482.9769 |
Avg Daily Profit (%) | 0.5708 | 0.4611 | 0.1097 | 0.3046 | 0.2842 | 0.2537 |
Buy And Hold Return (%) | 570.9324 | 570.9324 | 570.9324 | 570.9324 | 570.9324 | 570.9324 |
Max Trade Drawdown | -110904 | -106826 | -48870 | -13714414 | -8986972 | -6097506 |
Profit Factor | 2.2509 | 2.829 | 1.5371 | 1.9927 | 2.3387 | 1.6671 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 181 | 84 | 97 | 181 | 84 | 97 |
Losing Trades | 194 | 103 | 91 | 194 | 103 | 91 |
Profitability (%) | 48.2667 | 44.9198 | 51.5957 | 48.2667 | 44.9198 | 51.5957 |
Ratio Avg Win / Avg Loss | 2.4126 | 3.4689 | 1.4421 | 2.1358 | 2.8677 | 1.564 |
Largest Winning Trade | 483526 | 483526 | 23205 | 20231856 | 20231856 | 5214746 |
Largest Losing Trade | -33318 | -24105 | -33318 | -4969982 | -4091415 | -4969982 |
Avg Bars in Trades | 65 | 91 | 39 | 65 | 91 | 39 |
Avg Bars in Winners | 78 | 113 | 48 | 78 | 113 | 48 |
Avg Bars in Losers | 53 | 72 | 31 | 53 | 72 | 31 |
Bars Traded | 24535 | 17030 | 7505 | 24535 | 17030 | 7505 |
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 | 375663 | 183885 | -210180 | 504162 | 419738 | 442457 |
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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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