Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2172207.1819 | 2074480.791 | 97726.3908 | 4021072.1271 | -407480.5992 | 4428552.7263 |
Total P&L (%) | 2172.2072 | 2074.4808 | 97.7264 | 4021.0721 | -407.4806 | 4428.5527 |
Avg Daily Profit (%) | 1.2093 | 1.1549 | 0.0544 | 0.2072 | 0 | 0.2125 |
Buy And Hold Return (%) | 284.5825 | 284.5825 | 284.5825 | 284.5825 | 284.5825 | 284.5825 |
Max Trade Drawdown | -143006 | -116531 | -72423 | -18299636 | -18471132 | -8671994 |
Profit Factor | 4.1787 | 6.8272 | 1.2985 | 1.0507 | 0.9905 | 1.1217 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 46 | 41.3333 | 50.6667 | 46 | 41.3333 | 50.6667 |
Ratio Avg Win / Avg Loss | 4.9055 | 9.6902 | 1.2644 | 1.2335 | 1.4059 | 1.0922 |
Largest Winning Trade | 1070053 | 1070053 | 66455 | 14303464 | 14303464 | 6585379 |
Largest Losing Trade | -48216 | -28180 | -48216 | -5330327 | -3888246 | -5330327 |
Avg Bars in Trades | 46 | 38 | 54 | 46 | 38 | 54 |
Avg Bars in Winners | 72 | 55 | 86 | 72 | 55 | 86 |
Avg Bars in Losers | 23 | 25 | 20 | 23 | 25 | 20 |
Bars Traded | 6900 | 2850 | 4050 | 6900 | 2850 | 4050 |
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 | 718002 | -38326 | -342839 | -157402 | -639439 | -135339 |
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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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