Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960731.5373 | 817256.7543 | 143474.783 | 18362368.1247 | 18833810.0052 | -471441.8805 |
Total P&L (%) | 960.7315 | 817.2568 | 143.4748 | 18362.3681 | 18833.81 | -471.4419 |
Avg Daily Profit (%) | 0.3842 | 0.3269 | 0.0574 | 0.2089 | 0.2099 | 0 |
Buy And Hold Return (%) | 746.5407 | 746.5407 | 746.5407 | 746.5407 | 746.5407 | 746.5407 |
Max Trade Drawdown | -88668 | -55262 | -63059 | -6599078 | -3269055 | -5552160 |
Profit Factor | 2.517 | 3.3577 | 1.5005 | 1.6643 | 2.2058 | 0.9608 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 51.3889 | 51.3889 | 51.3889 | 51.3889 | 51.3889 | 51.3889 |
Ratio Avg Win / Avg Loss | 2.381 | 3.1762 | 1.4194 | 1.5744 | 2.0866 | 0.9088 |
Largest Winning Trade | 286982 | 286982 | 46153 | 11801415 | 11801415 | 1765825 |
Largest Losing Trade | -39688 | -25305 | -39688 | -1884966 | -1884966 | -1512786 |
Avg Bars in Trades | 50 | 57 | 43 | 50 | 57 | 43 |
Avg Bars in Winners | 59 | 69 | 49 | 59 | 69 | 49 |
Avg Bars in Losers | 40 | 44 | 36 | 40 | 44 | 36 |
Bars Traded | 7232 | 4122 | 3110 | 7232 | 4122 | 3110 |
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 | -61544 | -200043 | -360043 | 425792 | -66958 | -660056 |
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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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