Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884606.9371 | 791731.8567 | 92875.0804 | 5783028.232 | 10007598.9875 | -4224570.7555 |
Total P&L (%) | 884.6069 | 791.7319 | 92.8751 | 5783.0282 | 10007.599 | -4224.5708 |
Avg Daily Profit (%) | 0.3538 | 0.3167 | 0.0372 | 0.1631 | 0.1848 | 0 |
Buy And Hold Return (%) | 737.4327 | 737.4327 | 737.4327 | 737.4327 | 737.4327 | 737.4327 |
Max Trade Drawdown | -100715 | -55357 | -93918 | -7373882 | -2457733 | -7692169 |
Profit Factor | 2.4812 | 3.8511 | 1.2907 | 1.3051 | 2.3189 | 0.6283 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 53.3333 | 50 | 56.6667 | 53.3333 | 50 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.1711 | 3.8511 | 0.987 | 1.142 | 2.3189 | 0.4805 |
Largest Winning Trade | 335800 | 335800 | 48118 | 8182676 | 8182676 | 1433318 |
Largest Losing Trade | -47881 | -21240 | -47881 | -4506816 | -1262235 | -4506816 |
Avg Bars in Trades | 80 | 87 | 73 | 80 | 87 | 73 |
Avg Bars in Winners | 97 | 109 | 86 | 97 | 109 | 86 |
Avg Bars in Losers | 61 | 65 | 57 | 61 | 65 | 57 |
Bars Traded | 9679 | 5252 | 4427 | 9679 | 5252 | 4427 |
Profit Streak | 0 | 0 | 74.4477 | 0 | 0 | 74.4477 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88855 | -296062 | -478448 | 309178 | -156856 | -748536 |
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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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