Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012278.1907 | 836831.4199 | 175446.7708 | 34484820.4686 | 34638286.8049 | -153466.3363 |
Total P&L (%) | 1012.2782 | 836.8314 | 175.4468 | 34484.8205 | 34638.2868 | -153.4663 |
Avg Daily Profit (%) | 0.4049 | 0.3347 | 0.0702 | 0.2341 | 0.2343 | 0 |
Buy And Hold Return (%) | 782.457 | 782.457 | 782.457 | 782.457 | 782.457 | 782.457 |
Max Trade Drawdown | -61425 | -42490 | -57069 | -10667207 | -7771598 | -3485825 |
Profit Factor | 4.0087 | 7.0095 | 1.8897 | 2.5672 | 3.9478 | 0.985 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 60 | 57.5 | 62.5 | 60 | 57.5 | 62.5 |
Ratio Avg Win / Avg Loss | 2.6725 | 5.1809 | 1.1338 | 1.7114 | 2.9179 | 0.591 |
Largest Winning Trade | 372123 | 372123 | 46008 | 24650188 | 24650188 | 1550702 |
Largest Losing Trade | -51709 | -20508 | -51709 | -5423917 | -5423917 | -3175098 |
Avg Bars in Trades | 120 | 135 | 106 | 120 | 135 | 106 |
Avg Bars in Winners | 139 | 150 | 128 | 139 | 150 | 128 |
Avg Bars in Losers | 93 | 114 | 70 | 93 | 114 | 70 |
Bars Traded | 9678 | 5415 | 4263 | 9678 | 5415 | 4263 |
Profit Streak | 0 | 165.536 | 0 | 0 | 165.536 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79745 | -124473 | -260887 | -8979 | 623564 | -579129 |
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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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