Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902228.9991 | 661981.5403 | 240247.4588 | 34739970.6744 | 386610.1287 | 34353360.5457 |
Total P&L (%) | 902.229 | 661.9815 | 240.2475 | 34739.9707 | 386.6101 | 34353.3605 |
Avg Daily Profit (%) | 0.5576 | 0.4091 | 0.1485 | 0.3624 | 0.0978 | 0.3617 |
Buy And Hold Return (%) | 23.9917 | 23.9917 | 23.9917 | 23.9917 | 23.9917 | 23.9917 |
Max Trade Drawdown | -79032 | -107506 | -53877 | -35162112 | -41226463 | -14924437 |
Profit Factor | 2.4541 | 3.1308 | 1.7755 | 1.2426 | 1.0044 | 1.6181 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 54.1353 | 55.2239 | 53.0303 | 54.1353 | 55.2239 | 53.0303 |
Ratio Avg Win / Avg Loss | 2.0792 | 2.5385 | 1.5726 | 1.0528 | 0.8144 | 1.4332 |
Largest Winning Trade | 113684 | 113684 | 64647 | 21866555 | 18629392 | 21866555 |
Largest Losing Trade | -39936 | -28657 | -39936 | -15959545 | -15959545 | -10600136 |
Avg Bars in Trades | 143 | 120 | 165 | 143 | 120 | 165 |
Avg Bars in Winners | 185 | 156 | 216 | 185 | 156 | 216 |
Avg Bars in Losers | 92 | 77 | 108 | 92 | 77 | 108 |
Bars Traded | 19027 | 8096 | 10931 | 19027 | 8096 | 10931 |
Profit Streak | 0 | 0 | 500.9058 | 0 | 0 | 500.9058 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 599739 | -100195 | -114663 | 361707 | -395695 | -111831 |
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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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