Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1050177.282 | 908199.5188 | 141977.7632 | 27795944.5458 | 29563061.9724 | -1767117.4265 |
Total P&L (%) | 1050.1773 | 908.1995 | 141.9778 | 27795.9445 | 29563.062 | -1767.1174 |
Avg Daily Profit (%) | 0.5042 | 0.4361 | 0.0682 | 0.2707 | 0.2737 | 0 |
Buy And Hold Return (%) | 1169.2879 | 1169.2879 | 1169.2879 | 1169.2879 | 1169.2879 | 1169.2879 |
Max Trade Drawdown | -72458 | -51697 | -52451 | -23990020 | -15472012 | -9122757 |
Profit Factor | 2.7546 | 3.5445 | 1.5876 | 1.5102 | 1.8592 | 0.912 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 48.3871 | 48.0519 | 48.7179 | 48.3871 | 48.0519 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.9382 | 3.8319 | 1.6712 | 1.6109 | 2.0099 | 0.96 |
Largest Winning Trade | 347373 | 347373 | 59759 | 24446886 | 24446886 | 4792382 |
Largest Losing Trade | -33122 | -33122 | -23783 | -8710137 | -8710137 | -6369932 |
Avg Bars in Trades | 158 | 164 | 152 | 158 | 164 | 152 |
Avg Bars in Winners | 212 | 225 | 199 | 212 | 225 | 199 |
Avg Bars in Losers | 108 | 108 | 108 | 108 | 108 | 108 |
Bars Traded | 24612 | 12687 | 11925 | 24612 | 12687 | 11925 |
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 | -149698 | -191710 | -299693 | 407047 | -30519 | -615734 |
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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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