Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1529169.6431 | 1433986.7421 | 95182.901 | 8995162.9841 | 12806297.9034 | -3811134.9194 |
Total P&L (%) | 1529.1696 | 1433.9867 | 95.1829 | 8995.163 | 12806.2979 | -3811.1349 |
Avg Daily Profit (%) | 0.8279 | 0.7764 | 0.0515 | 0.2445 | 0.2635 | 0 |
Buy And Hold Return (%) | 400 | 400 | 400 | 400 | 400 | 400 |
Max Trade Drawdown | -62795 | -72455 | -53131 | -13571608 | -7762079 | -12406048 |
Profit Factor | 2.9852 | 5.0303 | 1.2296 | 1.1769 | 1.5839 | 0.8682 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 45.7143 | 42.8571 | 48.5714 | 45.7143 | 42.8571 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.5449 | 6.7071 | 1.302 | 1.3976 | 2.1119 | 0.9193 |
Largest Winning Trade | 972357 | 972357 | 62033 | 3879748 | 3879748 | 3329830 |
Largest Losing Trade | -29251 | -23188 | -29251 | -6072101 | -2898682 | -6072101 |
Avg Bars in Trades | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Winners | 63 | 62 | 63 | 63 | 62 | 63 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 5441 | 2635 | 2806 | 5441 | 2635 | 2806 |
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 | 547777 | -79045 | -385231 | -18803 | -85725 | -675791 |
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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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