Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1595708.2226 | 1479654.9009 | 116053.3217 | 1737890.144 | -3045483.5154 | 4783373.6594 |
Total P&L (%) | 1595.7082 | 1479.6549 | 116.0533 | 1737.8901 | -3045.4835 | 4783.3737 |
Avg Daily Profit (%) | 0.863 | 0.8002 | 0.0628 | 0.1576 | 0 | 0.2105 |
Buy And Hold Return (%) | 58.5874 | 58.5874 | 58.5874 | 58.5874 | 58.5874 | 58.5874 |
Max Trade Drawdown | -127985 | -107311 | -46909 | -7129313 | -6550292 | -1747096 |
Profit Factor | 3.72 | 5.3523 | 1.4704 | 1.079 | 0.7839 | 1.6046 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 48.2759 | 42.4658 | 54.1667 | 48.2759 | 42.4658 | 54.1667 |
Ratio Avg Win / Avg Loss | 3.9857 | 7.2515 | 1.2442 | 1.156 | 1.0621 | 1.3578 |
Largest Winning Trade | 1365361 | 1365361 | 56620 | 2955666 | 2955666 | 2955611 |
Largest Losing Trade | -33633 | -27134 | -33633 | -1707742 | -1707742 | -1118544 |
Avg Bars in Trades | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Winners | 51 | 54 | 49 | 51 | 54 | 49 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 5338 | 2526 | 2811 | 5338 | 2526 | 2811 |
Profit Streak | 0 | 0 | 34.7224 | 0 | 0 | 34.7224 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 712444 | -53668 | -192115 | -126268 | -653999 | -67051 |
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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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