Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1526108.4741 | 1388985.8007 | 137122.6734 | 4016981.946 | -443499.4969 | 4460481.4429 |
Total P&L (%) | 1526.1085 | 1388.9858 | 137.1227 | 4016.9819 | -443.4995 | 4460.4814 |
Avg Daily Profit (%) | 0.8252 | 0.7511 | 0.0741 | 0.2012 | 0 | 0.2068 |
Buy And Hold Return (%) | 62.5531 | 62.5531 | 62.5531 | 62.5531 | 62.5531 | 62.5531 |
Max Trade Drawdown | -73141 | -71871 | -61683 | -4364702 | -4886052 | -2153774 |
Profit Factor | 3.6259 | 5.8309 | 1.467 | 1.1627 | 0.9668 | 1.3942 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 29.4118 | 25.974 | 32.8947 | 29.4118 | 25.974 | 32.8947 |
Ratio Avg Win / Avg Loss | 8.7022 | 16.6179 | 2.9926 | 2.7905 | 2.7555 | 2.8442 |
Largest Winning Trade | 1228550 | 1228550 | 63189 | 3779238 | 3779238 | 1718478 |
Largest Losing Trade | -23334 | -15240 | -23334 | -1153916 | -1153916 | -729295 |
Avg Bars in Trades | 34 | 30 | 39 | 34 | 30 | 39 |
Avg Bars in Winners | 91 | 88 | 94 | 91 | 88 | 94 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5297 | 2329 | 2968 | 5297 | 2329 | 2968 |
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 | 374636 | -46327 | -153446 | -41948 | -645480 | -46243 |
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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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