Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952259.5018 | 810363.5538 | 141895.948 | 15802750.6352 | 13033344.1479 | 2769406.4873 |
Total P&L (%) | 952.2595 | 810.3636 | 141.8959 | 15802.7506 | 13033.3441 | 2769.4065 |
Avg Daily Profit (%) | 0.381 | 0.3242 | 0.0568 | 0.203 | 0.1954 | 0.1344 |
Buy And Hold Return (%) | 725.0841 | 725.0841 | 725.0841 | 725.0841 | 725.0841 | 725.0841 |
Max Trade Drawdown | -109798 | -81074 | -42722 | -8251995 | -5147511 | -3461439 |
Profit Factor | 2.5513 | 3.4596 | 1.499 | 1.7257 | 2.0368 | 1.3008 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 47.8571 | 44.2857 | 51.4286 | 47.8571 | 44.2857 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.7798 | 4.3524 | 1.4157 | 1.8802 | 2.5625 | 1.2286 |
Largest Winning Trade | 341841 | 341841 | 44764 | 8733008 | 8733008 | 2108397 |
Largest Losing Trade | -25968 | -25968 | -24533 | -3267222 | -3267222 | -2037154 |
Avg Bars in Trades | 104 | 108 | 101 | 104 | 108 | 101 |
Avg Bars in Winners | 133 | 135 | 131 | 133 | 135 | 131 |
Avg Bars in Losers | 78 | 86 | 70 | 78 | 86 | 70 |
Bars Traded | 14678 | 7564 | 7114 | 14678 | 7564 | 7114 |
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 | -54317 | -210150 | -375580 | 391383 | -84811 | -109486 |
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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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