Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159628.3363 | 1112668.4565 | 46959.8798 | 1204018.6509 | -164334.6419 | 1368353.2929 |
Total P&L (%) | 1159.6283 | 1112.6685 | 46.9599 | 1204.0187 | -164.3346 | 1368.3533 |
Avg Daily Profit (%) | 0.6445 | 0.6184 | 0.0261 | 0.1428 | 0 | 0.1494 |
Buy And Hold Return (%) | 228.7019 | 228.7019 | 228.7019 | 228.7019 | 228.7019 | 228.7019 |
Max Trade Drawdown | -187454 | -153887 | -111326 | -7095737 | -5904109 | -5135327 |
Profit Factor | 2.5693 | 4.3164 | 1.1164 | 1.0619 | 0.9829 | 1.1387 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 48.6301 | 45.2055 | 52.0548 | 48.6301 | 45.2055 | 52.0548 |
Ratio Avg Win / Avg Loss | 2.714 | 5.2321 | 1.0283 | 1.1217 | 1.1913 | 1.0488 |
Largest Winning Trade | 890976 | 890976 | 69364 | 3224004 | 3224004 | 2926292 |
Largest Losing Trade | -33745 | -23399 | -33745 | -1610127 | -1296155 | -1610127 |
Avg Bars in Trades | 35 | 23 | 48 | 35 | 23 | 48 |
Avg Bars in Winners | 53 | 33 | 71 | 53 | 33 | 71 |
Avg Bars in Losers | 18 | 15 | 22 | 18 | 15 | 22 |
Bars Traded | 5199 | 1692 | 3507 | 5199 | 1692 | 3507 |
Profit Streak | 0 | 0 | 24.1514 | 0 | 0 | 24.1514 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550901 | -56090 | -487424 | -155698 | -652656 | -132936 |
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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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