Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 864968.0745 | 739818.9206 | 125149.1539 | 3565067.1539 | -4609209.7913 | 8174276.9453 |
Total P&L (%) | 864.9681 | 739.8189 | 125.1492 | 3565.0672 | -4609.2098 | 8174.2769 |
Avg Daily Profit (%) | 0.5346 | 0.4572 | 0.0773 | 0.2228 | 0 | 0.2733 |
Buy And Hold Return (%) | 23.9917 | 23.9917 | 23.9917 | 23.9917 | 23.9917 | 23.9917 |
Max Trade Drawdown | -150951 | -128295 | -99683 | -13088007 | -12772202 | -7436580 |
Profit Factor | 2.2992 | 3.3372 | 1.3584 | 1.0992 | 0.7994 | 1.6311 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 44.1176 | 45.5882 | 42.6471 | 44.1176 | 45.5882 | 42.6471 |
Ratio Avg Win / Avg Loss | 2.9123 | 3.9831 | 1.8268 | 1.3924 | 0.9541 | 2.1936 |
Largest Winning Trade | 275006 | 275006 | 60758 | 5188922 | 5188922 | 4260663 |
Largest Losing Trade | -71098 | -42829 | -71098 | -6720493 | -6232120 | -6720493 |
Avg Bars in Trades | 139 | 140 | 138 | 139 | 140 | 138 |
Avg Bars in Winners | 221 | 211 | 230 | 221 | 211 | 230 |
Avg Bars in Losers | 75 | 81 | 70 | 75 | 81 | 70 |
Bars Traded | 19001 | 9576 | 9425 | 19001 | 9576 | 9425 |
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 | 480520 | -94556 | -201630 | -105056 | -691951 | -100565 |
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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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