Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101759.5294 | 946204.1432 | 155555.3862 | 24383220.214 | 17380219.9634 | 7003000.2506 |
Total P&L (%) | 1101.7595 | 946.2041 | 155.5554 | 24383.2202 | 17380.22 | 7003.0003 |
Avg Daily Profit (%) | 0.606 | 0.5204 | 0.0856 | 0.303 | 0.2844 | 0.2347 |
Buy And Hold Return (%) | 640.0859 | 640.0859 | 640.0859 | 640.0859 | 640.0859 | 640.0859 |
Max Trade Drawdown | -71562 | -48256 | -75689 | -10381142 | -5350872 | -6741573 |
Profit Factor | 2.8274 | 4.7185 | 1.4464 | 1.5471 | 1.9638 | 1.2639 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 50 | 47.541 | 52.459 | 50 | 47.541 | 52.459 |
Ratio Avg Win / Avg Loss | 2.8274 | 5.2066 | 1.3108 | 1.5471 | 2.167 | 1.1455 |
Largest Winning Trade | 306618 | 306618 | 75958 | 8932216 | 7478301 | 8932216 |
Largest Losing Trade | -27405 | -22168 | -27405 | -6231585 | -2742990 | -6231585 |
Avg Bars in Trades | 88 | 80 | 95 | 88 | 80 | 95 |
Avg Bars in Winners | 125 | 109 | 139 | 125 | 109 | 139 |
Avg Bars in Losers | 50 | 54 | 47 | 50 | 54 | 47 |
Bars Traded | 10741 | 4918 | 5823 | 10741 | 4918 | 5823 |
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 | 305323 | -161262 | -404892 | 430089 | -150147 | -153163 |
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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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