Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1448223.1678 | 1390875.6103 | 57347.5575 | 4491099.7875 | 5475013.6467 | -983913.8592 |
Total P&L (%) | 1448.2232 | 1390.8756 | 57.3476 | 4491.0998 | 5475.0136 | -983.9139 |
Avg Daily Profit (%) | 0.7877 | 0.7565 | 0.0312 | 0.2084 | 0.2189 | 0 |
Buy And Hold Return (%) | 636.6192 | 636.6192 | 636.6192 | 636.6192 | 636.6192 | 636.6192 |
Max Trade Drawdown | -88624 | -79294 | -98642 | -4977634 | -3758058 | -3818402 |
Profit Factor | 2.9995 | 5.289 | 1.1434 | 1.222 | 1.6177 | 0.9134 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 35.6643 | 32.3944 | 38.8889 | 35.6643 | 32.3944 | 38.8889 |
Ratio Avg Win / Avg Loss | 5.4109 | 11.0379 | 1.7967 | 2.2044 | 3.3761 | 1.4354 |
Largest Winning Trade | 823156 | 823156 | 76256 | 3633271 | 3633271 | 1808881 |
Largest Losing Trade | -46322 | -26446 | -46322 | -1677085 | -1022778 | -1677085 |
Avg Bars in Trades | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Winners | 99 | 96 | 101 | 99 | 96 | 101 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 7245 | 3378 | 3867 | 7245 | 3378 | 3867 |
Profit Streak | 0 | 37.2703 | 0 | 0 | 37.2703 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307340 | -78115 | -462478 | 130721 | -81998 | -662890 |
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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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