Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1172555.811 | 1095789.015 | 76766.796 | 3267255.3445 | 4903694.561 | -1636439.2165 |
Total P&L (%) | 1172.5558 | 1095.789 | 76.7668 | 3267.2553 | 4903.6946 | -1636.4392 |
Avg Daily Profit (%) | 0.5347 | 0.4997 | 0.035 | 0.1605 | 0.1786 | 0 |
Buy And Hold Return (%) | 530.7379 | 530.7379 | 530.7379 | 530.7379 | 530.7379 | 530.7379 |
Max Trade Drawdown | -127111 | -81728 | -100477 | -10955101 | -8004722 | -3008466 |
Profit Factor | 2.7956 | 4.1776 | 1.2491 | 1.1807 | 1.4276 | 0.7527 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 47.0588 | 42.6471 | 51.4706 | 47.0588 | 42.6471 | 51.4706 |
Ratio Avg Win / Avg Loss | 3.1451 | 5.6182 | 1.1777 | 1.3282 | 1.9199 | 0.7097 |
Largest Winning Trade | 534071 | 534071 | 67871 | 11583665 | 11583665 | 833433 |
Largest Losing Trade | -59051 | -34845 | -59051 | -4585679 | -4585679 | -1522276 |
Avg Bars in Trades | 63 | 54 | 71 | 63 | 54 | 71 |
Avg Bars in Winners | 83 | 86 | 81 | 83 | 86 | 81 |
Avg Bars in Losers | 44 | 30 | 61 | 44 | 30 | 61 |
Bars Traded | 8586 | 3696 | 4890 | 8586 | 3696 | 4890 |
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 | 358443 | -100984 | -421127 | -15443 | -102487 | -689767 |
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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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