Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970795.3012 | 854877.9839 | 115917.3173 | 7870015.7936 | 7495859.8696 | 374155.9241 |
Total P&L (%) | 970.7953 | 854.878 | 115.9173 | 7870.0158 | 7495.8599 | 374.1559 |
Avg Daily Profit (%) | 0.3878 | 0.3415 | 0.0463 | 0.1751 | 0.1731 | 0.0622 |
Buy And Hold Return (%) | 453.7332 | 453.7332 | 453.7332 | 453.7332 | 453.7332 | 453.7332 |
Max Trade Drawdown | -108567 | -67929 | -110018 | -9665134 | -4451649 | -10505194 |
Profit Factor | 2.4714 | 4.2057 | 1.2949 | 1.209 | 1.4941 | 1.0166 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Losing Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Profitability (%) | 54.1985 | 62.1212 | 46.1538 | 54.1985 | 62.1212 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.0885 | 2.5644 | 1.5107 | 1.0217 | 0.911 | 1.1861 |
Largest Winning Trade | 395734 | 395734 | 59515 | 5887006 | 5887006 | 3255065 |
Largest Losing Trade | -40599 | -39625 | -40599 | -5009378 | -2992545 | -5009378 |
Avg Bars in Trades | 72 | 60 | 84 | 72 | 60 | 84 |
Avg Bars in Winners | 75 | 58 | 98 | 75 | 58 | 98 |
Avg Bars in Losers | 69 | 64 | 73 | 69 | 64 | 73 |
Bars Traded | 9526 | 4015 | 5511 | 9526 | 4015 | 5511 |
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 | 334292 | -113810 | -429131 | 296778 | -115197 | -611334 |
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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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