Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103867.4163 | 946897.9371 | 156969.4792 | 17002503.2073 | 16064188.5126 | 938314.6947 |
Total P&L (%) | 1103.8674 | 946.8979 | 156.9695 | 17002.5032 | 16064.1885 | 938.3147 |
Avg Daily Profit (%) | 0.6045 | 0.5185 | 0.086 | 0.282 | 0.2789 | 0.1282 |
Buy And Hold Return (%) | 711.0312 | 711.0312 | 711.0312 | 711.0312 | 711.0312 | 711.0312 |
Max Trade Drawdown | -101317 | -49954 | -83825 | -14731741 | -9663068 | -9288052 |
Profit Factor | 2.5743 | 3.8365 | 1.4273 | 1.2595 | 1.4889 | 1.0287 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 47.4026 | 42.8571 | 51.9481 | 47.4026 | 42.8571 | 51.9481 |
Ratio Avg Win / Avg Loss | 2.8564 | 5.1153 | 1.3202 | 1.3976 | 1.9852 | 0.9516 |
Largest Winning Trade | 292415 | 292415 | 67373 | 10740682 | 10740682 | 5149149 |
Largest Losing Trade | -63682 | -25599 | -63682 | -4407656 | -4407656 | -3038875 |
Avg Bars in Trades | 139 | 131 | 147 | 139 | 131 | 147 |
Avg Bars in Winners | 217 | 217 | 217 | 217 | 217 | 217 |
Avg Bars in Losers | 68 | 66 | 71 | 68 | 66 | 71 |
Bars Traded | 21460 | 10102 | 11358 | 21460 | 10102 | 11358 |
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 | 227809 | -89608 | -284814 | 301385 | -33674 | -320026 |
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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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