Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002484.5326 | 820565.0202 | 181919.5123 | 15140636.8776 | -20437447.706 | 35578084.5836 |
Total P&L (%) | 1002.4845 | 820.565 | 181.9195 | 15140.6369 | -20437.4477 | 35578.0846 |
Avg Daily Profit (%) | 0.4812 | 0.3939 | 0.0873 | 0.2416 | 0 | 0.2825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122860 | -77251 | -90762 | -80337019 | -53898815 | -34505014 |
Profit Factor | 2.0323 | 2.6264 | 1.3899 | 1.0623 | 0.8503 | 1.3344 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 50.7853 | 47.3684 | 54.1667 | 50.7853 | 47.3684 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.9695 | 2.9182 | 1.1761 | 1.0295 | 0.9448 | 1.1291 |
Largest Winning Trade | 178402 | 178402 | 82818 | 32954117 | 13009595 | 32954117 |
Largest Losing Trade | -55268 | -48882 | -55268 | -27856966 | -17018674 | -27856966 |
Avg Bars in Trades | 128 | 112 | 144 | 128 | 112 | 144 |
Avg Bars in Winners | 145 | 129 | 158 | 145 | 129 | 158 |
Avg Bars in Losers | 111 | 96 | 127 | 111 | 96 | 127 |
Bars Traded | 24568 | 10677 | 13892 | 24568 | 10677 | 13892 |
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 | 554603 | 481671 | -75501 | -142478 | -582102 | 334048 |
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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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