Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1734091.6524 | 1620719.033 | 113372.6194 | 1782310.8437 | 1164028.4072 | 618282.4364 |
Total P&L (%) | 1734.0917 | 1620.719 | 113.3726 | 1782.3108 | 1164.0284 | 618.2824 |
Avg Daily Profit (%) | 0.9362 | 0.875 | 0.0612 | 0.1586 | 0.1371 | 0.1065 |
Buy And Hold Return (%) | 67.5465 | 67.5465 | 67.5465 | 67.5465 | 67.5465 | 67.5465 |
Max Trade Drawdown | -113260 | -133067 | -55777 | -4217478 | -3752051 | -1642093 |
Profit Factor | 4.1117 | 6.3385 | 1.4469 | 1.1489 | 1.1773 | 1.1143 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 45.6376 | 44 | 47.2973 | 45.6376 | 44 | 47.2973 |
Ratio Avg Win / Avg Loss | 4.8977 | 8.0672 | 1.6122 | 1.3685 | 1.4984 | 1.2417 |
Largest Winning Trade | 1610664 | 1610664 | 44621 | 1564134 | 1564134 | 834290 |
Largest Losing Trade | -28632 | -28632 | -23195 | -908510 | -908510 | -854707 |
Avg Bars in Trades | 48 | 56 | 40 | 48 | 56 | 40 |
Avg Bars in Winners | 72 | 87 | 57 | 72 | 87 | 57 |
Avg Bars in Losers | 28 | 32 | 24 | 28 | 32 | 24 |
Bars Traded | 7217 | 4242 | 2975 | 7217 | 4242 | 2975 |
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 | 688513 | -37532 | -183644 | -50403 | -94440 | -210657 |
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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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