Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075155.8295 | 881904.954 | 193250.8755 | 56547749.7962 | 49841521.4948 | 6706228.3014 |
Total P&L (%) | 1075.1558 | 881.905 | 193.2509 | 56547.7498 | 49841.5215 | 6706.2283 |
Avg Daily Profit (%) | 0.4302 | 0.3529 | 0.0773 | 0.254 | 0.2489 | 0.169 |
Buy And Hold Return (%) | 940.6535 | 940.6535 | 940.6535 | 940.6535 | 940.6535 | 940.6535 |
Max Trade Drawdown | -50423 | -59926 | -46596 | -16576909 | -12479295 | -7166533 |
Profit Factor | 2.9433 | 4.0161 | 1.7408 | 2.1224 | 2.4668 | 1.4089 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 48.9933 | 47.2973 | 50.6667 | 48.9933 | 47.2973 | 50.6667 |
Ratio Avg Win / Avg Loss | 3.0643 | 4.475 | 1.695 | 2.2096 | 2.7487 | 1.3718 |
Largest Winning Trade | 328966 | 328966 | 48007 | 29855985 | 29855985 | 8757124 |
Largest Losing Trade | -36071 | -23873 | -36071 | -9258801 | -9258801 | -2734727 |
Avg Bars in Trades | 97 | 102 | 92 | 97 | 102 | 92 |
Avg Bars in Winners | 130 | 140 | 122 | 130 | 140 | 122 |
Avg Bars in Losers | 65 | 69 | 61 | 65 | 69 | 61 |
Bars Traded | 14545 | 7599 | 6946 | 14545 | 7599 | 6946 |
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 | -105664 | -214869 | -309054 | 451374 | -52352 | -48349 |
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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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