Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332456.5774 | 959594.1725 | 372862.4049 | 200075059.5791 | 249936629.6338 | -49861570.0547 |
Total P&L (%) | 1332.4566 | 959.5942 | 372.8624 | 200075.0596 | 249936.6296 | -49861.5701 |
Avg Daily Profit (%) | 0.5563 | 0.4007 | 0.1557 | 0.3179 | 0.3272 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133351 | -86398 | -77036 | -771115915 | -462101735 | -506500132 |
Profit Factor | 2.8699 | 3.3133 | 2.2522 | 1.0759 | 1.2012 | 0.9642 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 60.1563 | 64.0625 | 56.25 | 60.1563 | 64.0625 | 56.25 |
Ratio Avg Win / Avg Loss | 1.9008 | 1.8587 | 1.7517 | 0.7126 | 0.6739 | 0.75 |
Largest Winning Trade | 262860 | 262860 | 70770 | 280611475 | 254198262 | 280611475 |
Largest Losing Trade | -51539 | -51539 | -43993 | -398379353 | -230300719 | -398379353 |
Avg Bars in Trades | 54 | 50 | 58 | 54 | 50 | 58 |
Avg Bars in Winners | 54 | 39 | 71 | 54 | 39 | 71 |
Avg Bars in Losers | 54 | 68 | 42 | 54 | 68 | 42 |
Bars Traded | 6984 | 3210 | 3774 | 6984 | 3210 | 3774 |
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 | 655860 | -121269 | -126840 | -127995 | -130418 | -719148 |
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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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