Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1050722.8033 | 912004.7728 | 138718.0305 | 11778208.6732 | 13053259.7944 | -1275051.1212 |
Total P&L (%) | 1050.7228 | 912.0048 | 138.718 | 11778.2087 | 13053.2598 | -1275.0511 |
Avg Daily Profit (%) | 0.4202 | 0.3648 | 0.0555 | 0.1913 | 0.1953 | 0 |
Buy And Hold Return (%) | 690.5208 | 690.5208 | 690.5208 | 690.5208 | 690.5208 | 690.5208 |
Max Trade Drawdown | -79237 | -60376 | -75305 | -10729961 | -6909906 | -4398215 |
Profit Factor | 2.5732 | 3.6082 | 1.4359 | 1.4393 | 1.8116 | 0.8812 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 53.0612 | 53.4247 | 52.7027 | 53.0612 | 53.4247 | 52.7027 |
Ratio Avg Win / Avg Loss | 2.2763 | 3.1457 | 1.2886 | 1.2732 | 1.5794 | 0.7908 |
Largest Winning Trade | 333478 | 333478 | 61062 | 10493459 | 10493459 | 1892260 |
Largest Losing Trade | -75305 | -38411 | -75305 | -4113286 | -4113286 | -1908648 |
Avg Bars in Trades | 66 | 71 | 61 | 66 | 71 | 61 |
Avg Bars in Winners | 84 | 85 | 82 | 84 | 85 | 82 |
Avg Bars in Losers | 46 | 54 | 38 | 46 | 54 | 38 |
Bars Traded | 9748 | 5196 | 4552 | 9748 | 5196 | 4552 |
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 | 199238 | -121005 | -347801 | 348616 | -59801 | -644885 |
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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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