Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1472816.4761 | 1401497.5631 | 71318.913 | 753586.151 | -368518.2412 | 1122104.3922 |
Total P&L (%) | 1472.8165 | 1401.4976 | 71.3189 | 753.5862 | -368.5182 | 1122.1044 |
Avg Daily Profit (%) | 0.7951 | 0.7566 | 0.0385 | 0.1158 | 0 | 0.1352 |
Buy And Hold Return (%) | 77.6378 | 77.6378 | 77.6378 | 77.6378 | 77.6378 | 77.6378 |
Max Trade Drawdown | -100195 | -109355 | -53481 | -2802763 | -3035880 | -1008892 |
Profit Factor | 3.2329 | 5.0261 | 1.229 | 1.0733 | 0.9365 | 1.2504 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 39.2157 | 37.6623 | 40.7895 | 39.2157 | 37.6623 | 40.7895 |
Ratio Avg Win / Avg Loss | 5.011 | 8.3191 | 1.784 | 1.6636 | 1.5501 | 1.8151 |
Largest Winning Trade | 1365361 | 1365361 | 59573 | 1300353 | 1117947 | 1300353 |
Largest Losing Trade | -26967 | -23118 | -26967 | -707010 | -707010 | -496422 |
Avg Bars in Trades | 35 | 28 | 42 | 35 | 28 | 42 |
Avg Bars in Winners | 53 | 37 | 67 | 53 | 37 | 67 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 5380 | 2179 | 3201 | 5380 | 2179 | 3201 |
Profit Streak | 0 | 0 | 34.8218 | 0 | 0 | 34.8218 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572817 | -25869 | -358534 | -180174 | -624478 | -63242 |
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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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