Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066577.5122 | 873619.7842 | 192957.7279 | 26067847.6248 | 18256008.0939 | 7811839.531 |
Total P&L (%) | 1066.5775 | 873.6198 | 192.9577 | 26067.8476 | 18256.0081 | 7811.8395 |
Avg Daily Profit (%) | 0.512 | 0.4193 | 0.0926 | 0.2676 | 0.2505 | 0.21 |
Buy And Hold Return (%) | 352.8414 | 352.8414 | 352.8414 | 352.8414 | 352.8414 | 352.8414 |
Max Trade Drawdown | -78139 | -86415 | -45826 | -13761258 | -9133671 | -5133431 |
Profit Factor | 2.9666 | 3.6815 | 1.8911 | 1.6348 | 1.8163 | 1.4178 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 49.2647 | 41.1765 | 57.3529 | 49.2647 | 41.1765 | 57.3529 |
Ratio Avg Win / Avg Loss | 3.0552 | 5.2593 | 1.4062 | 1.6836 | 2.5948 | 1.0542 |
Largest Winning Trade | 443390 | 443390 | 37485 | 15566928 | 15566928 | 4501438 |
Largest Losing Trade | -45826 | -24355 | -45826 | -4215492 | -3663174 | -4215492 |
Avg Bars in Trades | 181 | 200 | 162 | 181 | 200 | 162 |
Avg Bars in Winners | 231 | 262 | 208 | 231 | 262 | 208 |
Avg Bars in Losers | 133 | 156 | 101 | 133 | 156 | 101 |
Bars Traded | 24697 | 13629 | 11068 | 24697 | 13629 | 11068 |
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 | 480714 | -99864 | -340838 | 424263 | -100974 | -99300 |
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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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