Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985350.3927 | 872505.0183 | 112845.3743 | 11245221.1895 | 12836375.6186 | -1591154.4291 |
Total P&L (%) | 985.3504 | 872.505 | 112.8454 | 11245.2212 | 12836.3756 | -1591.1544 |
Avg Daily Profit (%) | 0.3942 | 0.3491 | 0.0452 | 0.1895 | 0.1947 | 0 |
Buy And Hold Return (%) | 676.0515 | 676.0515 | 676.0515 | 676.0515 | 676.0515 | 676.0515 |
Max Trade Drawdown | -81655 | -56638 | -43531 | -11525242 | -6782858 | -4742384 |
Profit Factor | 2.4111 | 3.3869 | 1.3391 | 1.5186 | 2.0703 | 0.8358 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 45.3237 | 44.9275 | 45.7143 | 45.3237 | 44.9275 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.9086 | 4.1516 | 1.5902 | 1.8319 | 2.5377 | 0.9925 |
Largest Winning Trade | 368625 | 368625 | 44732 | 10763122 | 10763122 | 2024229 |
Largest Losing Trade | -39967 | -30313 | -39967 | -3721629 | -3721629 | -3611288 |
Avg Bars in Trades | 106 | 106 | 106 | 106 | 106 | 106 |
Avg Bars in Winners | 153 | 157 | 150 | 153 | 157 | 150 |
Avg Bars in Losers | 67 | 65 | 69 | 67 | 65 | 69 |
Bars Traded | 14802 | 7355 | 7447 | 14802 | 7355 | 7447 |
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 | -10601 | -163514 | -393074 | 325008 | -92002 | -676902 |
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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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