Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1463871.0371 | 1444165.8947 | 19705.1424 | 1163810.2634 | 895421.3547 | 268388.9087 |
Total P&L (%) | 1463.871 | 1444.1659 | 19.7051 | 1163.8103 | 895.4214 | 268.3889 |
Avg Daily Profit (%) | 0.784 | 0.7734 | 0.0106 | 0.1359 | 0.1231 | 0.0699 |
Buy And Hold Return (%) | 431.3498 | 431.3498 | 431.3498 | 431.3498 | 431.3498 | 431.3498 |
Max Trade Drawdown | -110109 | -110995 | -81801 | -4815615 | -4887108 | -2591486 |
Profit Factor | 2.9032 | 4.6225 | 1.0532 | 1.0505 | 1.0732 | 1.0249 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 40.5229 | 37.6623 | 43.4211 | 40.5229 | 37.6623 | 43.4211 |
Ratio Avg Win / Avg Loss | 4.2611 | 7.6511 | 1.3723 | 1.5419 | 1.7763 | 1.3354 |
Largest Winning Trade | 898938 | 898938 | 63254 | 4195300 | 4195300 | 1930203 |
Largest Losing Trade | -36882 | -29970 | -36882 | -1188654 | -1154978 | -1188654 |
Avg Bars in Trades | 47 | 35 | 59 | 47 | 35 | 59 |
Avg Bars in Winners | 78 | 61 | 93 | 78 | 61 | 93 |
Avg Bars in Losers | 26 | 20 | 33 | 26 | 20 | 33 |
Bars Traded | 7287 | 2770 | 4517 | 7287 | 2770 | 4517 |
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 | 465379 | -29101 | -558553 | -181207 | -220244 | -510622 |
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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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