Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571842.5297 | 1459935.879 | 111906.6507 | 2223050.5977 | -595854.6884 | 2818905.2862 |
Total P&L (%) | 1571.8425 | 1459.9359 | 111.9067 | 2223.0506 | -595.8547 | 2818.9053 |
Avg Daily Profit (%) | 0.8486 | 0.7882 | 0.0604 | 0.17 | 0 | 0.1823 |
Buy And Hold Return (%) | 67.3992 | 67.3992 | 67.3992 | 67.3992 | 67.3992 | 67.3992 |
Max Trade Drawdown | -94829 | -110790 | -53260 | -3154193 | -4213823 | -1108231 |
Profit Factor | 4.0123 | 6.4265 | 1.4427 | 1.1679 | 0.9222 | 1.5051 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 45.4545 | 43.0556 | 47.8873 | 45.4545 | 43.0556 | 47.8873 |
Ratio Avg Win / Avg Loss | 4.8147 | 8.4996 | 1.57 | 1.4014 | 1.2197 | 1.6379 |
Largest Winning Trade | 1339241 | 1339241 | 60204 | 1859894 | 1859894 | 1679183 |
Largest Losing Trade | -25623 | -20812 | -25623 | -996254 | -996254 | -865436 |
Avg Bars in Trades | 49 | 42 | 57 | 49 | 42 | 57 |
Avg Bars in Winners | 70 | 62 | 78 | 70 | 62 | 78 |
Avg Bars in Losers | 31 | 27 | 37 | 31 | 27 | 37 |
Bars Traded | 7097 | 3044 | 4053 | 7097 | 3044 | 4053 |
Profit Streak | 0 | 0 | 46.336 | 0 | 0 | 46.336 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 680025 | -60565 | -205625 | -29493 | -661270 | -75954 |
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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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