Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912721.3971 | 846098.5397 | 66622.8574 | 1867710.9486 | 2683009.1534 | -815298.2048 |
Total P&L (%) | 912.7214 | 846.0985 | 66.6229 | 1867.7109 | 2683.0092 | -815.2982 |
Avg Daily Profit (%) | 0.5045 | 0.4676 | 0.0368 | 0.1648 | 0.184 | 0 |
Buy And Hold Return (%) | 200.5761 | 200.5761 | 200.5761 | 200.5761 | 200.5761 | 200.5761 |
Max Trade Drawdown | -112650 | -79970 | -83704 | -4549966 | -3252728 | -1696974 |
Profit Factor | 2.5542 | 3.9124 | 1.2245 | 1.1793 | 1.5055 | 0.8404 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 43.4783 | 43.4783 | 43.4783 | 43.4783 | 43.4783 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.3204 | 5.0861 | 1.5919 | 1.5331 | 1.9572 | 1.0926 |
Largest Winning Trade | 401642 | 401642 | 71335 | 3233381 | 3233381 | 772371 |
Largest Losing Trade | -48500 | -48500 | -48309 | -1022113 | -1022113 | -846111 |
Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Winners | 62 | 56 | 69 | 62 | 56 | 69 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 5298 | 2459 | 2839 | 5298 | 2459 | 2839 |
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 | 417811 | -89199 | -413248 | -16629 | -94142 | -683605 |
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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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