Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929716.9961 | 765438.8669 | 164278.1291 | 4627252.3291 | -566464.4965 | 5193716.8255 |
Total P&L (%) | 929.717 | 765.4389 | 164.2781 | 4627.2523 | -566.4645 | 5193.7168 |
Avg Daily Profit (%) | 0.4464 | 0.3675 | 0.0789 | 0.1853 | 0 | 0.1908 |
Buy And Hold Return (%) | 42.2733 | 42.2733 | 42.2733 | 42.2733 | 42.2733 | 42.2733 |
Max Trade Drawdown | -116387 | -88465 | -130952 | -8502333 | -7271118 | -3097285 |
Profit Factor | 2.3097 | 3.1095 | 1.4734 | 1.1613 | 0.9662 | 1.4354 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 40.7143 | 32.8571 | 48.5714 | 40.7143 | 32.8571 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.3633 | 6.3541 | 1.5601 | 1.6911 | 1.9744 | 1.5199 |
Largest Winning Trade | 322312 | 322312 | 54230 | 5329144 | 5329144 | 2160323 |
Largest Losing Trade | -43256 | -24860 | -43256 | -2267651 | -2267651 | -2200838 |
Avg Bars in Trades | 174 | 157 | 192 | 174 | 157 | 192 |
Avg Bars in Winners | 280 | 265 | 290 | 280 | 265 | 290 |
Avg Bars in Losers | 102 | 104 | 100 | 102 | 104 | 100 |
Bars Traded | 24493 | 10997 | 13496 | 24493 | 10997 | 13496 |
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 | 406840 | -85714 | -182720 | -37288 | -679125 | -85032 |
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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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