Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1978812.8468 | 1911639.4993 | 67173.3474 | 2739549.3437 | 382502.8888 | 2357046.455 |
Total P&L (%) | 1978.8128 | 1911.6395 | 67.1733 | 2739.5493 | 382.5029 | 2357.0465 |
Avg Daily Profit (%) | 1.0598 | 1.0238 | 0.036 | 0.1794 | 0.0843 | 0.1716 |
Buy And Hold Return (%) | 533.4458 | 533.4458 | 533.4458 | 533.4458 | 533.4458 | 533.4458 |
Max Trade Drawdown | -122723 | -108939 | -97263 | -7423137 | -7641830 | -4490173 |
Profit Factor | 3.8522 | 6.1765 | 1.207 | 1.0892 | 1.0221 | 1.176 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 35.8621 | 28.7671 | 43.0556 | 35.8621 | 28.7671 | 43.0556 |
Ratio Avg Win / Avg Loss | 6.8896 | 15.2943 | 1.5964 | 1.9481 | 2.5309 | 1.5553 |
Largest Winning Trade | 1491945 | 1491945 | 54378 | 5615446 | 5615446 | 2239811 |
Largest Losing Trade | -27294 | -27294 | -25535 | -1924088 | -1924088 | -1529449 |
Avg Bars in Trades | 75 | 66 | 84 | 75 | 66 | 84 |
Avg Bars in Winners | 139 | 131 | 144 | 139 | 131 | 144 |
Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
Bars Traded | 10946 | 4867 | 6079 | 10946 | 4867 | 6079 |
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 | 458997 | -65873 | -392148 | -119739 | -526421 | -102039 |
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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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