Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1412232.0435 | 1361346.3005 | 50885.743 | 3991003.3881 | 5839335.2869 | -1848331.8989 |
Total P&L (%) | 1412.232 | 1361.3463 | 50.8857 | 3991.0034 | 5839.3353 | -1848.3319 |
Avg Daily Profit (%) | 0.7737 | 0.7458 | 0.0279 | 0.2035 | 0.224 | 0 |
Buy And Hold Return (%) | 652.1593 | 652.1593 | 652.1593 | 652.1593 | 652.1593 | 652.1593 |
Max Trade Drawdown | -102093 | -97921 | -63044 | -7431289 | -5094104 | -3959830 |
Profit Factor | 2.9266 | 5.3194 | 1.1218 | 1.1441 | 1.4463 | 0.8735 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 39.3333 | 40 | 38.6667 | 39.3333 | 40 | 38.6667 |
Ratio Avg Win / Avg Loss | 4.5139 | 7.9792 | 1.7794 | 1.7646 | 2.1694 | 1.3856 |
Largest Winning Trade | 919653 | 919653 | 77766 | 4653239 | 4653239 | 2463264 |
Largest Losing Trade | -32134 | -19089 | -32134 | -2199532 | -2199532 | -1026324 |
Avg Bars in Trades | 143 | 136 | 149 | 143 | 136 | 149 |
Avg Bars in Winners | 240 | 211 | 270 | 240 | 211 | 270 |
Avg Bars in Losers | 80 | 86 | 73 | 80 | 86 | 73 |
Bars Traded | 21498 | 10251 | 11247 | 21498 | 10251 | 11247 |
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 | 337740 | -46420 | -468235 | -56817 | -50515 | -640476 |
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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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