Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1288008.6412 | 1156433.1812 | 131575.46 | 2697841.9822 | -222310.8098 | 2920152.792 |
Total P&L (%) | 1288.0086 | 1156.4332 | 131.5755 | 2697.842 | -222.3108 | 2920.1528 |
Avg Daily Profit (%) | 0.6929 | 0.6221 | 0.0708 | 0.1794 | 0 | 0.1835 |
Buy And Hold Return (%) | 86.5519 | 86.5519 | 86.5519 | 86.5519 | 86.5519 | 86.5519 |
Max Trade Drawdown | -72459 | -84316 | -55597 | -4317521 | -3766623 | -2635998 |
Profit Factor | 3.2568 | 4.9134 | 1.4781 | 1.1332 | 0.98 | 1.319 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 50.6494 | 50.6494 | 50.6494 | 50.6494 | 50.6494 | 50.6494 |
Ratio Avg Win / Avg Loss | 3.1733 | 4.7874 | 1.4402 | 1.1041 | 0.9548 | 1.2852 |
Largest Winning Trade | 1051729 | 1051729 | 57595 | 2893633 | 2893633 | 1512932 |
Largest Losing Trade | -32930 | -27946 | -32930 | -1150276 | -1150276 | -1132943 |
Avg Bars in Trades | 34 | 27 | 41 | 34 | 27 | 41 |
Avg Bars in Winners | 48 | 39 | 56 | 48 | 39 | 56 |
Avg Bars in Losers | 20 | 15 | 25 | 20 | 15 | 25 |
Bars Traded | 5320 | 2126 | 3194 | 5320 | 2126 | 3194 |
Profit Streak | 0 | 33.6874 | 0 | 0 | 33.6874 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 697209 | -21225 | -149225 | -65253 | -621379 | -33777 |
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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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