Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1140329.5801 | 1076820.4334 | 63509.1467 | 1522496.4902 | 1959988.8445 | -437492.3543 |
Total P&L (%) | 1140.3296 | 1076.8204 | 63.5091 | 1522.4965 | 1959.9888 | -437.4924 |
Avg Daily Profit (%) | 0.5476 | 0.5171 | 0.0305 | 0.1339 | 0.1454 | 0 |
Buy And Hold Return (%) | 87.6228 | 87.6228 | 87.6228 | 87.6228 | 87.6228 | 87.6228 |
Max Trade Drawdown | -171736 | -90626 | -174344 | -3312759 | -2116114 | -1771295 |
Profit Factor | 2.1507 | 3.2576 | 1.1236 | 1.1065 | 1.2641 | 0.9363 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 35.4167 | 30.5556 | 40.2778 | 35.4167 | 30.5556 | 40.2778 |
Ratio Avg Win / Avg Loss | 3.9219 | 7.4037 | 1.666 | 2.0178 | 2.8729 | 1.3883 |
Largest Winning Trade | 432477 | 432477 | 83013 | 2651577 | 2651577 | 847606 |
Largest Losing Trade | -57109 | -57109 | -41259 | -996976 | -996976 | -792149 |
Avg Bars in Trades | 170 | 160 | 179 | 170 | 160 | 179 |
Avg Bars in Winners | 312 | 304 | 318 | 312 | 304 | 318 |
Avg Bars in Losers | 91 | 97 | 85 | 91 | 97 | 85 |
Bars Traded | 24482 | 11559 | 12923 | 24482 | 11559 | 12923 |
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 | 353135 | -70044 | -484669 | -121382 | -84598 | -662350 |
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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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