Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000674.9238 | 862956.5715 | 137718.3522 | 13854811.7219 | 22643926.5452 | -8789114.8233 |
Total P&L (%) | 1000.6749 | 862.9566 | 137.7184 | 13854.8117 | 22643.9265 | -8789.1148 |
Avg Daily Profit (%) | 0.3997 | 0.3447 | 0.055 | 0.1975 | 0.217 | 0 |
Buy And Hold Return (%) | 868.744 | 868.744 | 868.744 | 868.744 | 868.744 | 868.744 |
Max Trade Drawdown | -81665 | -54556 | -102808 | -12501454 | -3588866 | -18717446 |
Profit Factor | 2.7649 | 4.5223 | 1.4277 | 1.3313 | 2.6162 | 0.6839 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 52 | 49.3333 | 54.6667 | 52 | 49.3333 | 54.6667 |
Ratio Avg Win / Avg Loss | 2.5522 | 4.6446 | 1.184 | 1.2289 | 2.6869 | 0.5671 |
Largest Winning Trade | 320432 | 320432 | 50660 | 13240079 | 13240079 | 2448558 |
Largest Losing Trade | -69976 | -24465 | -69976 | -11639443 | -2084065 | -11639443 |
Avg Bars in Trades | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Winners | 82 | 83 | 81 | 82 | 83 | 81 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 9700 | 4782 | 4918 | 9700 | 4782 | 4918 |
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 | -102464 | -206275 | -340448 | 336122 | -44044 | -636853 |
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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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