Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868181.2027 | 774359.1372 | 93822.0655 | 5525897.8204 | 3287265.8204 | 2238632 |
Total P&L (%) | 868.1812 | 774.3591 | 93.8221 | 5525.8978 | 3287.2658 | 2238.632 |
Avg Daily Profit (%) | 0.4753 | 0.4239 | 0.0514 | 0.2209 | 0.193 | 0.1727 |
Buy And Hold Return (%) | 716.3212 | 716.3212 | 716.3212 | 716.3212 | 716.3212 | 716.3212 |
Max Trade Drawdown | -109562 | -67572 | -99949 | -2683659 | -2545720 | -1233177 |
Profit Factor | 2.0667 | 3.1821 | 1.2044 | 1.4251 | 1.4807 | 1.3634 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 52.0548 | 53.4247 | 50.6849 | 52.0548 | 53.4247 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.9036 | 2.7742 | 1.1718 | 1.3126 | 1.2908 | 1.3265 |
Largest Winning Trade | 216612 | 216612 | 70060 | 2199329 | 2199329 | 977026 |
Largest Losing Trade | -41559 | -29883 | -41559 | -937227 | -784113 | -937227 |
Avg Bars in Trades | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Winners | 47 | 44 | 49 | 47 | 44 | 49 |
Avg Bars in Losers | 25 | 21 | 28 | 25 | 21 | 28 |
Bars Traded | 5349 | 2485 | 2864 | 5349 | 2485 | 2864 |
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 | -84850 | -195774 | -362471 | 349813 | -63768 | -66593 |
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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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