Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1896684.8785 | 1739517.5562 | 157167.3223 | 5245133.0404 | -188298.5102 | 5433431.5506 |
Total P&L (%) | 1896.6849 | 1739.5176 | 157.1673 | 5245.133 | -188.2985 | 5433.4316 |
Avg Daily Profit (%) | 1.0215 | 0.9369 | 0.0846 | 0.2145 | 0 | 0.2164 |
Buy And Hold Return (%) | 82.3212 | 82.3212 | 82.3212 | 82.3212 | 82.3212 | 82.3212 |
Max Trade Drawdown | -110152 | -91948 | -55977 | -8164660 | -8153854 | -3354601 |
Profit Factor | 4.6547 | 7.6617 | 1.6095 | 1.1677 | 0.9887 | 1.373 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 46.4516 | 39.7436 | 53.2468 | 46.4516 | 39.7436 | 53.2468 |
Ratio Avg Win / Avg Loss | 5.3658 | 11.6161 | 1.4132 | 1.3461 | 1.499 | 1.2056 |
Largest Winning Trade | 1624155 | 1624155 | 65414 | 3659481 | 3659481 | 3250647 |
Largest Losing Trade | -36821 | -25787 | -36821 | -3354601 | -2813167 | -3354601 |
Avg Bars in Trades | 46 | 40 | 51 | 46 | 40 | 51 |
Avg Bars in Winners | 64 | 60 | 68 | 64 | 60 | 68 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 7147 | 3182 | 3965 | 7147 | 3182 | 3965 |
Profit Streak | 0 | 0 | 55.4701 | 0 | 0 | 55.4701 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 731960 | -16633 | -125576 | -28455 | -617558 | -31364 |
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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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