Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1296403.6381 | 1100984.3167 | 195419.3214 | 43486880.6891 | 16609705.7147 | 26877174.9744 |
Total P&L (%) | 1296.4036 | 1100.9843 | 195.4193 | 43486.8807 | 16609.7057 | 26877.175 |
Avg Daily Profit (%) | 0.5485 | 0.4658 | 0.0827 | 0.2574 | 0.2168 | 0.2371 |
Buy And Hold Return (%) | 508.8348 | 508.8348 | 508.8348 | 508.8348 | 508.8348 | 508.8348 |
Max Trade Drawdown | -115787 | -115950 | -65567 | -58808742 | -60213810 | -28730824 |
Profit Factor | 2.44 | 3.2769 | 1.4689 | 1.1385 | 1.093 | 1.1983 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 50.8571 | 50 | 51.7241 | 50.8571 | 50 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.3578 | 3.2769 | 1.371 | 1.1001 | 1.093 | 1.1184 |
Largest Winning Trade | 390877 | 390877 | 51263 | 35687497 | 35687497 | 21044491 |
Largest Losing Trade | -42232 | -38580 | -42232 | -25053355 | -25053355 | -20042199 |
Avg Bars in Trades | 39 | 28 | 50 | 39 | 28 | 50 |
Avg Bars in Winners | 45 | 31 | 59 | 45 | 31 | 59 |
Avg Bars in Losers | 33 | 26 | 41 | 33 | 26 | 41 |
Bars Traded | 6946 | 2551 | 4395 | 6946 | 2551 | 4395 |
Profit Streak | 0 | 0 | 13.1096 | 0 | 0 | 13.1096 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474484 | 386477 | -246723 | -58670 | -110058 | 232805 |
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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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