Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1092222.7479 | 947249.0748 | 144973.6731 | 14055920.6227 | 9853642.436 | 4202278.1868 |
Total P&L (%) | 1092.2227 | 947.2491 | 144.9737 | 14055.9206 | 9853.6424 | 4202.2782 |
Avg Daily Profit (%) | 0.6023 | 0.5224 | 0.0799 | 0.2735 | 0.254 | 0.2077 |
Buy And Hold Return (%) | 493.1644 | 493.1644 | 493.1644 | 493.1644 | 493.1644 | 493.1644 |
Max Trade Drawdown | -84182 | -88983 | -45790 | -21522290 | -16470243 | -10990743 |
Profit Factor | 2.3724 | 3.3717 | 1.3656 | 1.1883 | 1.2608 | 1.114 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 46.3087 | 45.9459 | 46.6667 | 46.3087 | 45.9459 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.7506 | 3.9667 | 1.5607 | 1.3777 | 1.4833 | 1.2731 |
Largest Winning Trade | 297415 | 297415 | 48839 | 8420021 | 5414864 | 8420021 |
Largest Losing Trade | -43944 | -43944 | -33448 | -6073303 | -6073303 | -4743215 |
Avg Bars in Trades | 71 | 76 | 65 | 71 | 76 | 65 |
Avg Bars in Winners | 103 | 111 | 95 | 103 | 111 | 95 |
Avg Bars in Losers | 43 | 47 | 40 | 43 | 47 | 40 |
Bars Traded | 10630 | 5681 | 4949 | 10630 | 5681 | 4949 |
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 | 341874 | -56211 | -308643 | -5802 | -57690 | -145315 |
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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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