Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284395.8504 | 1211530.4457 | 72865.4046 | 4137752.6093 | 4653931.4437 | -516178.8344 |
Total P&L (%) | 1284.3959 | 1211.5304 | 72.8654 | 4137.7526 | 4653.9314 | -516.1788 |
Avg Daily Profit (%) | 0.5872 | 0.5539 | 0.0333 | 0.1714 | 0.1767 | 0 |
Buy And Hold Return (%) | 558.282 | 558.282 | 558.282 | 558.282 | 558.282 | 558.282 |
Max Trade Drawdown | -99947 | -107837 | -98521 | -1567910 | -1097139 | -1303346 |
Profit Factor | 2.9568 | 4.6956 | 1.2218 | 1.5119 | 2.1914 | 0.8764 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 90 | 52 | 38 | 90 | 52 | 38 |
Profitability (%) | 41.9355 | 33.3333 | 50.6494 | 41.9355 | 33.3333 | 50.6494 |
Ratio Avg Win / Avg Loss | 4.094 | 9.3912 | 1.1904 | 2.0934 | 4.3829 | 0.854 |
Largest Winning Trade | 677155 | 677155 | 65800 | 3486857 | 3486857 | 584179 |
Largest Losing Trade | -31714 | -24644 | -31714 | -1052877 | -521586 | -1052877 |
Avg Bars in Trades | 83 | 70 | 97 | 83 | 70 | 97 |
Avg Bars in Winners | 148 | 142 | 152 | 148 | 142 | 152 |
Avg Bars in Losers | 37 | 35 | 40 | 37 | 35 | 40 |
Bars Traded | 13004 | 5528 | 7476 | 13004 | 5528 | 7476 |
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 | 352260 | -28060 | -356436 | 286537 | -28931 | -622651 |
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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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