Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150822.0031 | 948677.2851 | 202144.7181 | 55127209.0161 | 46385543.1514 | 8741665.8647 |
Total P&L (%) | 1150.822 | 948.6773 | 202.1447 | 55127.209 | 46385.5432 | 8741.6659 |
Avg Daily Profit (%) | 0.4604 | 0.3795 | 0.0809 | 0.2529 | 0.246 | 0.1795 |
Buy And Hold Return (%) | 714.072 | 714.072 | 714.072 | 714.072 | 714.072 | 714.072 |
Max Trade Drawdown | -99976 | -99944 | -42960 | -31329135 | -18727792 | -13302424 |
Profit Factor | 2.7637 | 3.7346 | 1.6615 | 1.8979 | 2.2271 | 1.3704 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 50.8287 | 51.1111 | 50.5495 | 50.8287 | 51.1111 | 50.5495 |
Ratio Avg Win / Avg Loss | 2.6736 | 3.5723 | 1.6253 | 1.836 | 2.1303 | 1.3406 |
Largest Winning Trade | 352124 | 352124 | 44503 | 31060444 | 31060444 | 8709036 |
Largest Losing Trade | -31177 | -31177 | -30768 | -18727792 | -18727792 | -7237523 |
Avg Bars in Trades | 80 | 94 | 66 | 80 | 94 | 66 |
Avg Bars in Winners | 104 | 116 | 91 | 104 | 116 | 91 |
Avg Bars in Losers | 56 | 71 | 41 | 56 | 71 | 41 |
Bars Traded | 14593 | 8514 | 6078 | 14593 | 8514 | 6078 |
Profit Streak | 21.503 | 0 | 70.3363 | 21.503 | 0 | 70.3363 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 275944 | -47294 | -246883 | 493162 | 449994 | 327771 |
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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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