Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971311.9503 | 811002.6118 | 160309.3385 | 24568456.8893 | 23579386.7031 | 989070.1863 |
Total P&L (%) | 971.312 | 811.0026 | 160.3093 | 24568.4569 | 23579.3867 | 989.0702 |
Avg Daily Profit (%) | 0.3885 | 0.3244 | 0.0641 | 0.2206 | 0.2189 | 0.0956 |
Buy And Hold Return (%) | 756.875 | 756.875 | 756.875 | 756.875 | 756.875 | 756.875 |
Max Trade Drawdown | -117589 | -63474 | -78604 | -14109313 | -6574909 | -8908366 |
Profit Factor | 2.4959 | 3.4211 | 1.51 | 1.6297 | 2.1575 | 1.053 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 56.1538 | 53.8462 | 58.4615 | 56.1538 | 53.8462 | 58.4615 |
Ratio Avg Win / Avg Loss | 1.9489 | 2.9323 | 1.0729 | 1.2725 | 1.8493 | 0.7482 |
Largest Winning Trade | 247475 | 247475 | 47968 | 13249322 | 13249322 | 2530876 |
Largest Losing Trade | -42825 | -30232 | -42825 | -4939352 | -2303295 | -4939352 |
Avg Bars in Trades | 55 | 59 | 52 | 55 | 59 | 52 |
Avg Bars in Winners | 64 | 67 | 61 | 64 | 67 | 61 |
Avg Bars in Losers | 44 | 50 | 38 | 44 | 50 | 38 |
Bars Traded | 7271 | 3886 | 3385 | 7271 | 3886 | 3385 |
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 | -62085 | -259066 | -402301 | 407891 | -118878 | -429734 |
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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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