Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145575.9646 | 969691.573 | 175884.3916 | 24232309.0149 | 21584273.2394 | 2648035.7754 |
Total P&L (%) | 1145.576 | 969.6916 | 175.8844 | 24232.309 | 21584.2732 | 2648.0358 |
Avg Daily Profit (%) | 0.6311 | 0.5342 | 0.0969 | 0.3031 | 0.2968 | 0.1827 |
Buy And Hold Return (%) | 587.0739 | 587.0739 | 587.0739 | 587.0739 | 587.0739 | 587.0739 |
Max Trade Drawdown | -127897 | -114798 | -54192 | -28382688 | -20977024 | -12989980 |
Profit Factor | 2.5756 | 3.4563 | 1.5293 | 1.2253 | 1.3341 | 1.0616 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 51.7731 | 48.5714 | 54.9296 | 51.7731 | 48.5714 | 54.9296 |
Ratio Avg Win / Avg Loss | 2.3992 | 3.6596 | 1.2548 | 1.1413 | 1.4125 | 0.8711 |
Largest Winning Trade | 336877 | 336877 | 42314 | 18297871 | 18297871 | 8041588 |
Largest Losing Trade | -33882 | -33882 | -26082 | -13200728 | -13200728 | -8575902 |
Avg Bars in Trades | 75 | 75 | 76 | 75 | 75 | 76 |
Avg Bars in Winners | 105 | 109 | 101 | 105 | 109 | 101 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 10689 | 5286 | 5403 | 10689 | 5286 | 5403 |
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 | 360819 | -86719 | -313956 | 329376 | -85856 | -234315 |
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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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