Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081310.4083 | 830362.9896 | 250947.4186 | 167378549.6999 | 133482851.6425 | 33895698.0574 |
Total P&L (%) | 1081.3104 | 830.363 | 250.9474 | 167378.5497 | 133482.8516 | 33895.6981 |
Avg Daily Profit (%) | 0.4326 | 0.3322 | 0.1004 | 0.2975 | 0.2884 | 0.2335 |
Buy And Hold Return (%) | 711.3374 | 711.3374 | 711.3374 | 711.3374 | 711.3374 | 711.3374 |
Max Trade Drawdown | -63913 | -43130 | -48802 | -31588004 | -23621155 | -12632638 |
Profit Factor | 3.4609 | 4.668 | 2.1781 | 3.8658 | 5.0761 | 2.3211 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 58.0153 | 61.5385 | 54.5455 | 58.0153 | 61.5385 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.5046 | 2.9175 | 1.8151 | 2.7977 | 3.1726 | 1.9343 |
Largest Winning Trade | 140426 | 140426 | 45227 | 50166357 | 50166357 | 19175037 |
Largest Losing Trade | -43130 | -43130 | -37619 | -23621155 | -23621155 | -5865839 |
Avg Bars in Trades | 111 | 121 | 101 | 111 | 121 | 101 |
Avg Bars in Winners | 129 | 128 | 130 | 129 | 128 | 130 |
Avg Bars in Losers | 86 | 110 | 67 | 86 | 110 | 67 |
Bars Traded | 14604 | 7884 | 6720 | 14604 | 7884 | 6720 |
Profit Streak | 0 | 169.492 | 0 | 0 | 169.492 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 285975 | -225746 | -344156 | 619926 | -112101 | -110847 |
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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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