Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039856.1946 | 846058.9703 | 193797.2242 | 46220153.0259 | 62516622.7558 | -16296469.7298 |
Total P&L (%) | 1039.8562 | 846.059 | 193.7972 | 46220.153 | 62516.6228 | -16296.4697 |
Avg Daily Profit (%) | 0.4158 | 0.3383 | 0.0775 | 0.2458 | 0.2578 | 0 |
Buy And Hold Return (%) | 695.682 | 695.682 | 695.682 | 695.682 | 695.682 | 695.682 |
Max Trade Drawdown | -81046 | -66582 | -79484 | -34538756 | -8679909 | -38877654 |
Profit Factor | 3.377 | 4.7207 | 1.9225 | 1.573 | 3.0189 | 0.6721 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 57.2917 | 56.25 | 58.3333 | 57.2917 | 56.25 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.5174 | 3.6716 | 1.3732 | 1.1726 | 2.348 | 0.48 |
Largest Winning Trade | 188589 | 188589 | 69124 | 33761505 | 33761505 | 6425616 |
Largest Losing Trade | -63104 | -52447 | -63104 | -34538756 | -7167568 | -34538756 |
Avg Bars in Trades | 76 | 83 | 68 | 76 | 83 | 68 |
Avg Bars in Winners | 80 | 88 | 73 | 80 | 88 | 73 |
Avg Bars in Losers | 70 | 77 | 62 | 70 | 77 | 62 |
Bars Traded | 7318 | 4009 | 3309 | 7318 | 4009 | 3309 |
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 | 204444 | -80819 | -251544 | 409760 | 547112 | -579609 |
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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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