Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1268622.5074 | 1145224.6288 | 123397.8786 | 2196132.5008 | -370443.8224 | 2566576.3232 |
Total P&L (%) | 1268.6225 | 1145.2246 | 123.3979 | 2196.1325 | -370.4438 | 2566.5763 |
Avg Daily Profit (%) | 0.6856 | 0.6189 | 0.0667 | 0.1695 | 0 | 0.1776 |
Buy And Hold Return (%) | 40.8664 | 40.8664 | 40.8664 | 40.8664 | 40.8664 | 40.8664 |
Max Trade Drawdown | -83872 | -86486 | -54639 | -3989222 | -3550391 | -2251898 |
Profit Factor | 3.2027 | 4.9082 | 1.4362 | 1.1149 | 0.9643 | 1.2936 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 49.6689 | 47.3684 | 52 | 49.6689 | 47.3684 | 52 |
Ratio Avg Win / Avg Loss | 3.2454 | 5.4536 | 1.3257 | 1.1298 | 1.0714 | 1.1941 |
Largest Winning Trade | 1051729 | 1051729 | 56524 | 2491497 | 2491497 | 1641917 |
Largest Losing Trade | -32930 | -24731 | -32930 | -1082088 | -1082088 | -979219 |
Avg Bars in Trades | 35 | 27 | 42 | 35 | 27 | 42 |
Avg Bars in Winners | 50 | 41 | 58 | 50 | 41 | 58 |
Avg Bars in Losers | 19 | 15 | 24 | 19 | 15 | 24 |
Bars Traded | 5288 | 2122 | 3166 | 5288 | 2122 | 3166 |
Profit Streak | 0 | 0 | 35.8456 | 0 | 0 | 35.8456 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 682997 | -30857 | -161258 | -85698 | -629315 | -47303 |
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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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