Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2137991.8848 | 2028682.3203 | 109309.5646 | 4915809.2653 | -1137320.5331 | 6053129.7984 |
Total P&L (%) | 2137.9919 | 2028.6823 | 109.3096 | 4915.8093 | -1137.3205 | 6053.1298 |
Avg Daily Profit (%) | 1.1933 | 1.1323 | 0.061 | 0.2188 | 0 | 0.2302 |
Buy And Hold Return (%) | 241.5745 | 241.5745 | 241.5745 | 241.5745 | 241.5745 | 241.5745 |
Max Trade Drawdown | -104697 | -116632 | -51893 | -15264863 | -18916692 | -7099572 |
Profit Factor | 4.1966 | 6.4802 | 1.366 | 1.067 | 0.9739 | 1.2033 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 46.8966 | 42.4658 | 51.3889 | 46.8966 | 42.4658 | 51.3889 |
Ratio Avg Win / Avg Loss | 4.752 | 8.7796 | 1.2922 | 1.2083 | 1.3195 | 1.1382 |
Largest Winning Trade | 1088558 | 1088558 | 62124 | 10724824 | 10724824 | 6908355 |
Largest Losing Trade | -36502 | -36502 | -35332 | -5912770 | -4596669 | -5912770 |
Avg Bars in Trades | 35 | 30 | 40 | 35 | 30 | 40 |
Avg Bars in Winners | 54 | 45 | 60 | 54 | 45 | 60 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 5195 | 2251 | 2944 | 5195 | 2251 | 2944 |
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 | 716037 | -52905 | -356028 | -139416 | -653999 | -71489 |
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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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