Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1667656.1063 | 1585813.078 | 81843.0282 | 882738.2141 | -3588426.3764 | 4471164.5905 |
Total P&L (%) | 1667.6561 | 1585.8131 | 81.843 | 882.7382 | -3588.4264 | 4471.1646 |
Avg Daily Profit (%) | 0.8005 | 0.7612 | 0.0393 | 0.1097 | 0 | 0.1836 |
Buy And Hold Return (%) | 128.9552 | 128.9552 | 128.9552 | 128.9552 | 128.9552 | 128.9552 |
Max Trade Drawdown | -147105 | -147037 | -30052 | -11932080 | -12362882 | -1073212 |
Profit Factor | 2.9814 | 3.2597 | 1.5851 | 1.0291 | 0.8676 | 2.3706 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 79 | 32 | 47 | 79 | 32 | 47 |
Losing Trades | 68 | 41 | 27 | 68 | 41 | 27 |
Profitability (%) | 53.7415 | 43.8356 | 63.5135 | 53.7415 | 43.8356 | 63.5135 |
Ratio Avg Win / Avg Loss | 2.5663 | 4.1765 | 0.9106 | 0.8858 | 1.1116 | 1.3619 |
Largest Winning Trade | 1047227 | 1047227 | 19063 | 5685281 | 5685281 | 1645514 |
Largest Losing Trade | -55098 | -55098 | -20794 | -5619409 | -5619409 | -970467 |
Avg Bars in Trades | 168 | 322 | 15 | 168 | 322 | 15 |
Avg Bars in Winners | 167 | 396 | 12 | 167 | 396 | 12 |
Avg Bars in Losers | 168 | 265 | 21 | 168 | 265 | 21 |
Bars Traded | 24732 | 23563 | 1169 | 24732 | 23563 | 1169 |
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 | 710441 | -55289 | -368195 | -235503 | -653466 | -50848 |
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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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