Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012232.7938 | 868016.0437 | 144216.7501 | 18033793.6832 | 20748972.8881 | -2715179.2049 |
Total P&L (%) | 1012.2328 | 868.016 | 144.2168 | 18033.7937 | 20748.9729 | -2715.1792 |
Avg Daily Profit (%) | 0.4048 | 0.3472 | 0.0577 | 0.2082 | 0.2138 | 0 |
Buy And Hold Return (%) | 754.9896 | 754.9896 | 754.9896 | 754.9896 | 754.9896 | 754.9896 |
Max Trade Drawdown | -75154 | -44988 | -67949 | -11901964 | -6214084 | -8515036 |
Profit Factor | 2.8429 | 3.6125 | 1.6646 | 1.4413 | 1.846 | 0.8339 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 50.4202 | 49.1525 | 51.6667 | 50.4202 | 49.1525 | 51.6667 |
Ratio Avg Win / Avg Loss | 2.7955 | 3.737 | 1.5572 | 1.4172 | 1.9096 | 0.7801 |
Largest Winning Trade | 337030 | 337030 | 52475 | 17672592 | 17672592 | 1430278 |
Largest Losing Trade | -27065 | -27065 | -26616 | -4826814 | -4826814 | -2712077 |
Avg Bars in Trades | 61 | 76 | 46 | 61 | 76 | 46 |
Avg Bars in Winners | 79 | 103 | 56 | 79 | 103 | 56 |
Avg Bars in Losers | 42 | 50 | 35 | 42 | 50 | 35 |
Bars Traded | 7283 | 4510 | 2773 | 7283 | 4510 | 2773 |
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 | -44188 | -280139 | -447490 | 339309 | -165351 | -749742 |
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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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