Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935209.4809 | 826851.1702 | 108358.3107 | 8326850.0773 | 9998347.9946 | -1671497.9173 |
Total P&L (%) | 935.2095 | 826.8512 | 108.3583 | 8326.8501 | 9998.348 | -1671.4979 |
Avg Daily Profit (%) | 0.3741 | 0.3308 | 0.0433 | 0.1775 | 0.1848 | 0 |
Buy And Hold Return (%) | 706.2264 | 706.2264 | 706.2264 | 706.2264 | 706.2264 | 706.2264 |
Max Trade Drawdown | -97731 | -64127 | -73723 | -3363194 | -1803800 | -3745308 |
Profit Factor | 2.138 | 3.0327 | 1.2611 | 1.342 | 1.8902 | 0.8726 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 48.0469 | 46.0938 | 50 | 48.0469 | 46.0938 | 50 |
Ratio Avg Win / Avg Loss | 2.3118 | 3.5468 | 1.2611 | 1.4511 | 2.2106 | 0.8726 |
Largest Winning Trade | 337358 | 337358 | 47465 | 5734718 | 5734718 | 2001675 |
Largest Losing Trade | -26562 | -22119 | -26562 | -1152354 | -839182 | -1152354 |
Avg Bars in Trades | 57 | 57 | 58 | 57 | 57 | 58 |
Avg Bars in Winners | 71 | 78 | 65 | 71 | 78 | 65 |
Avg Bars in Losers | 44 | 38 | 50 | 44 | 38 | 50 |
Bars Traded | 14741 | 7313 | 7428 | 14741 | 7313 | 7428 |
Profit Streak | 0 | 27.1729 | 0 | 0 | 27.1729 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50732 | -98410 | -301154 | 315580 | 387944 | -580992 |
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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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