Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1129591.8104 | 976193.9668 | 153397.8436 | 24116452.9497 | 22281084.5372 | 1835368.4125 |
Total P&L (%) | 1129.5918 | 976.194 | 153.3978 | 24116.453 | 22281.0845 | 1835.3684 |
Avg Daily Profit (%) | 0.6198 | 0.5357 | 0.0842 | 0.3017 | 0.2973 | 0.1627 |
Buy And Hold Return (%) | 786.0061 | 786.0061 | 786.0061 | 786.0061 | 786.0061 | 786.0061 |
Max Trade Drawdown | -91465 | -62350 | -82671 | -14234562 | -13594282 | -10509630 |
Profit Factor | 2.6501 | 4.1481 | 1.4096 | 1.2749 | 1.5118 | 1.0415 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 44 | 42.6667 | 45.3333 | 44 | 42.6667 | 45.3333 |
Ratio Avg Win / Avg Loss | 3.3728 | 5.574 | 1.6998 | 1.6226 | 2.0315 | 1.256 |
Largest Winning Trade | 262693 | 262693 | 78960 | 13598869 | 13598869 | 6574324 |
Largest Losing Trade | -50858 | -21484 | -50858 | -5896786 | -5896786 | -4496714 |
Avg Bars in Trades | 143 | 133 | 153 | 143 | 133 | 153 |
Avg Bars in Winners | 237 | 220 | 253 | 237 | 220 | 253 |
Avg Bars in Losers | 68 | 67 | 69 | 68 | 67 | 69 |
Bars Traded | 21455 | 9977 | 11478 | 21455 | 9977 | 11478 |
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 | -14648 | -132232 | -303261 | 302448 | -48451 | -230541 |
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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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