Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1046274.3383 | 935139.653 | 111134.6854 | 10160782.2989 | 17822551.5509 | -7661769.2521 |
Total P&L (%) | 1046.2743 | 935.1397 | 111.1347 | 10160.7823 | 17822.5516 | -7661.7693 |
Avg Daily Profit (%) | 0.4186 | 0.3741 | 0.0445 | 0.1854 | 0.2078 | 0 |
Buy And Hold Return (%) | 761.0286 | 761.0286 | 761.0286 | 761.0286 | 761.0286 | 761.0286 |
Max Trade Drawdown | -140472 | -76525 | -100404 | -25906214 | -14683830 | -14348409 |
Profit Factor | 2.2019 | 2.9389 | 1.2863 | 1.1578 | 1.4656 | 0.7067 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Profitability (%) | 48.3146 | 46.6165 | 50 | 48.3146 | 46.6165 | 50 |
Ratio Avg Win / Avg Loss | 2.3555 | 3.3655 | 1.2863 | 1.2386 | 1.6783 | 0.7067 |
Largest Winning Trade | 363507 | 363507 | 60860 | 23064694 | 23064694 | 2759779 |
Largest Losing Trade | -47613 | -47613 | -24563 | -5765508 | -5765508 | -5494865 |
Avg Bars in Trades | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Winners | 70 | 71 | 69 | 70 | 71 | 69 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 14618 | 7278 | 7340 | 14618 | 7278 | 7340 |
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 | -34331 | -80979 | -299498 | -38316 | 316586 | -580976 |
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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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