Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085754.0639 | 911359.6744 | 174394.3895 | 26295011.8253 | 42517625.5513 | -16222613.7261 |
Total P&L (%) | 1085.7541 | 911.3597 | 174.3944 | 26295.0118 | 42517.6256 | -16222.6137 |
Avg Daily Profit (%) | 0.4344 | 0.3646 | 0.0698 | 0.2233 | 0.2426 | 0 |
Buy And Hold Return (%) | 788.2819 | 788.2819 | 788.2819 | 788.2819 | 788.2819 | 788.2819 |
Max Trade Drawdown | -80683 | -44591 | -85751 | -19841548 | -8955877 | -27497922 |
Profit Factor | 2.7991 | 4.1145 | 1.561 | 1.3654 | 2.516 | 0.6305 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.1989 | 6.1717 | 1.3658 | 1.5605 | 3.774 | 0.5517 |
Largest Winning Trade | 358057 | 358057 | 52288 | 28827507 | 28827507 | 3199366 |
Largest Losing Trade | -64505 | -18339 | -64505 | -17046839 | -2962993 | -17046839 |
Avg Bars in Trades | 98 | 106 | 90 | 98 | 106 | 90 |
Avg Bars in Winners | 129 | 143 | 119 | 129 | 143 | 119 |
Avg Bars in Losers | 70 | 81 | 57 | 70 | 81 | 57 |
Bars Traded | 14747 | 7952 | 6796 | 14747 | 7952 | 6796 |
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 | -33501 | -161459 | -320396 | 335588 | -47649 | -637304 |
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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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