Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1154464.831 | 993754.8917 | 160709.9392 | 25777959.0935 | 23127321.1615 | 2650637.932 |
Total P&L (%) | 1154.4648 | 993.7549 | 160.7099 | 25777.9591 | 23127.3212 | 2650.6379 |
Avg Daily Profit (%) | 0.6351 | 0.5467 | 0.0884 | 0.3061 | 0.3002 | 0.1825 |
Buy And Hold Return (%) | 598.0385 | 598.0385 | 598.0385 | 598.0385 | 598.0385 | 598.0385 |
Max Trade Drawdown | -89326 | -51142 | -69832 | -13422569 | -15885958 | -9532677 |
Profit Factor | 2.7169 | 4.1611 | 1.4489 | 1.2685 | 1.4806 | 1.0553 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 45 | 38.5714 | 51.4286 | 45 | 38.5714 | 51.4286 |
Ratio Avg Win / Avg Loss | 3.3207 | 6.627 | 1.3684 | 1.5503 | 2.3579 | 0.9967 |
Largest Winning Trade | 287150 | 287150 | 75950 | 14577451 | 14577451 | 7946617 |
Largest Losing Trade | -49113 | -22490 | -49113 | -4288747 | -4288747 | -4040154 |
Avg Bars in Trades | 76 | 72 | 80 | 76 | 72 | 80 |
Avg Bars in Winners | 119 | 121 | 117 | 119 | 121 | 117 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 10738 | 5101 | 5637 | 10738 | 5101 | 5637 |
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 | 288505 | -89865 | -333698 | 301437 | -87710 | -249265 |
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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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