Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141594.6702 | 952640.902 | 188953.7683 | 40961174.8448 | 40541042.1316 | 420132.7132 |
Total P&L (%) | 1141.5947 | 952.6409 | 188.9538 | 40961.1748 | 40541.0421 | 420.1327 |
Avg Daily Profit (%) | 0.4566 | 0.3811 | 0.0756 | 0.241 | 0.2406 | 0.066 |
Buy And Hold Return (%) | 721.8782 | 721.8782 | 721.8782 | 721.8782 | 721.8782 | 721.8782 |
Max Trade Drawdown | -111009 | -54701 | -79280 | -21833570 | -6941423 | -19958335 |
Profit Factor | 2.7858 | 4.1721 | 1.5575 | 1.6138 | 2.3813 | 1.0112 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Profitability (%) | 54.3779 | 50 | 58.7156 | 54.3779 | 50 | 58.7156 |
Ratio Avg Win / Avg Loss | 2.3373 | 4.1721 | 1.0951 | 1.354 | 2.3813 | 0.711 |
Largest Winning Trade | 378279 | 378279 | 50859 | 19653627 | 19653627 | 4598220 |
Largest Losing Trade | -64771 | -23458 | -64771 | -16500376 | -4818882 | -16500376 |
Avg Bars in Trades | 44 | 43 | 46 | 44 | 43 | 46 |
Avg Bars in Winners | 53 | 54 | 53 | 53 | 54 | 53 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 9730 | 4651 | 5079 | 9730 | 4651 | 5079 |
Profit Streak | 0 | 93.5756 | 0 | 0 | 93.5756 | 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 | 272586 | -48859 | -255284 | 433270 | 490074 | -479578 |
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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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