Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1931760.0257 | 1847454.6951 | 84305.3306 | 2432940.3337 | -147194.5811 | 2580134.9148 |
Total P&L (%) | 1931.76 | 1847.4547 | 84.3053 | 2432.9403 | -147.1946 | 2580.1349 |
Avg Daily Profit (%) | 1.0806 | 1.0334 | 0.0472 | 0.181 | 0 | 0.1841 |
Buy And Hold Return (%) | 263.3451 | 263.3451 | 263.3451 | 263.3451 | 263.3451 | 263.3451 |
Max Trade Drawdown | -111007 | -127241 | -59243 | -4472816 | -5702564 | -2342538 |
Profit Factor | 3.8787 | 5.6057 | 1.3123 | 1.1203 | 0.9885 | 1.3502 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 76 | 31 | 45 | 76 | 31 | 45 |
Losing Trades | 74 | 44 | 30 | 74 | 44 | 30 |
Profitability (%) | 50.6667 | 41.3333 | 60 | 50.6667 | 41.3333 | 60 |
Ratio Avg Win / Avg Loss | 3.7766 | 7.9564 | 0.8749 | 1.0909 | 1.4031 | 0.9001 |
Largest Winning Trade | 1191079 | 1191079 | 64700 | 2943614 | 2943614 | 1629391 |
Largest Losing Trade | -59243 | -32384 | -59243 | -2342538 | -1697029 | -2342538 |
Avg Bars in Trades | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Winners | 48 | 58 | 41 | 48 | 58 | 41 |
Avg Bars in Losers | 19 | 16 | 24 | 19 | 16 | 24 |
Bars Traded | 5143 | 2535 | 2608 | 5143 | 2535 | 2608 |
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 | 765169 | -38720 | -352596 | -79399 | -639439 | -48758 |
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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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