Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2478608.8881 | 2453563.545 | 25045.3431 | 402670.8961 | 488667.3479 | -85996.4518 |
Total P&L (%) | 2478.6089 | 2453.5635 | 25.0453 | 402.6709 | 488.6673 | -85.9965 |
Avg Daily Profit (%) | 1.3882 | 1.3742 | 0.014 | 0.0905 | 0.0993 | -0.11 |
Buy And Hold Return (%) | 440.5015 | 440.5015 | 440.5015 | 440.5015 | 440.5015 | 440.5015 |
Max Trade Drawdown | -152807 | -135372 | -131040 | -1792717 | -2128348 | -1497015 |
Profit Factor | 3.9003 | 6.6099 | 1.06 | 1.0476 | 1.108 | 0.9782 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 89 | 50 | 39 | 89 | 50 | 39 |
Profitability (%) | 40.6667 | 33.3333 | 48 | 40.6667 | 33.3333 | 48 |
Ratio Avg Win / Avg Loss | 5.6906 | 13.2197 | 1.1484 | 1.5284 | 2.2161 | 1.0597 |
Largest Winning Trade | 1492703 | 1492703 | 55625 | 1590022 | 1590022 | 549279 |
Largest Losing Trade | -80062 | -37023 | -80062 | -579528 | -519584 | -579528 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3501 | 1579 | 1922 | 3501 | 1579 | 1922 |
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 | 618617 | -41922 | -551837 | -407588 | -355854 | -636569 |
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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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