Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1140824.8325 | 972179.2621 | 168645.5704 | 34055346.8621 | 28816189.9722 | 5239156.8899 |
Total P&L (%) | 1140.8248 | 972.1793 | 168.6456 | 34055.3469 | 28816.19 | 5239.1569 |
Avg Daily Profit (%) | 0.6291 | 0.5361 | 0.093 | 0.3222 | 0.313 | 0.2196 |
Buy And Hold Return (%) | 624.2424 | 624.2424 | 624.2424 | 624.2424 | 624.2424 | 624.2424 |
Max Trade Drawdown | -92861 | -49225 | -80052 | -21866078 | -21585856 | -17082667 |
Profit Factor | 2.7801 | 4.4753 | 1.467 | 1.2836 | 1.4903 | 1.0855 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 45 | 42.8571 | 47.1429 | 45 | 42.8571 | 47.1429 |
Ratio Avg Win / Avg Loss | 3.3979 | 5.9671 | 1.6448 | 1.5689 | 1.987 | 1.2171 |
Largest Winning Trade | 259411 | 259411 | 78960 | 20302608 | 20302608 | 10725310 |
Largest Losing Trade | -48681 | -21609 | -48681 | -7189523 | -7189523 | -6336685 |
Avg Bars in Trades | 153 | 143 | 162 | 153 | 143 | 162 |
Avg Bars in Winners | 247 | 228 | 263 | 247 | 228 | 263 |
Avg Bars in Losers | 76 | 79 | 72 | 76 | 79 | 72 |
Bars Traded | 21457 | 10051 | 11406 | 21457 | 10051 | 11406 |
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 | 266339 | -88755 | -327944 | 309719 | -85874 | -213854 |
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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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