Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1418366.2264 | 1397273.0142 | 21093.2122 | 626040.2748 | -127589.8459 | 753630.1207 |
Total P&L (%) | 1418.3662 | 1397.273 | 21.0932 | 626.0403 | -127.5898 | 753.6301 |
Avg Daily Profit (%) | 0.599 | 0.5901 | 0.0089 | 0.0838 | 0 | 0.0906 |
Buy And Hold Return (%) | 647.9592 | 647.9592 | 647.9592 | 647.9592 | 647.9592 | 647.9592 |
Max Trade Drawdown | -155374 | -96803 | -144072 | -1040791 | -838322 | -722484 |
Profit Factor | 2.945 | 4.9365 | 1.0564 | 1.138 | 0.9494 | 1.3743 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 47.5862 | 45.2055 | 50 | 47.5862 | 45.2055 | 50 |
Ratio Avg Win / Avg Loss | 3.2438 | 5.9836 | 1.0564 | 1.2534 | 1.1508 | 1.3743 |
Largest Winning Trade | 1212191 | 1212191 | 50397 | 545223 | 437031 | 545223 |
Largest Losing Trade | -74002 | -36441 | -74002 | -485317 | -257072 | -485317 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 4511 | 2050 | 2461 | 4511 | 2050 | 2461 |
Profit Streak | 0 | 0 | 18.5876 | 0 | 0 | 18.5876 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391953 | -60270 | -584138 | -315807 | -652656 | -264995 |
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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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