Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916316.6005 | 863410.9591 | 52905.6414 | 1924605.2287 | 2992385.8463 | -1067780.6176 |
Total P&L (%) | 916.3166 | 863.411 | 52.9056 | 1924.6052 | 2992.3858 | -1067.7806 |
Avg Daily Profit (%) | 0.4961 | 0.4675 | 0.0286 | 0.163 | 0.186 | 0 |
Buy And Hold Return (%) | 146.4036 | 146.4036 | 146.4036 | 146.4036 | 146.4036 | 146.4036 |
Max Trade Drawdown | -104066 | -79732 | -65369 | -4039924 | -3074371 | -2045604 |
Profit Factor | 2.3185 | 3.4405 | 1.1551 | 1.1012 | 1.2937 | 0.8792 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Profitability (%) | 34.7518 | 38.0282 | 31.4286 | 34.7518 | 38.0282 | 31.4286 |
Ratio Avg Win / Avg Loss | 4.3532 | 5.6067 | 2.5202 | 2.0675 | 2.1082 | 1.9182 |
Largest Winning Trade | 514887 | 514887 | 77325 | 2625391 | 2625391 | 1893583 |
Largest Losing Trade | -24555 | -24555 | -20352 | -749812 | -684145 | -749812 |
Avg Bars in Trades | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Winners | 52 | 40 | 66 | 52 | 40 | 66 |
Avg Bars in Losers | 10 | 12 | 9 | 10 | 12 | 9 |
Bars Traded | 3559 | 1628 | 1931 | 3559 | 1628 | 1931 |
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 | 331582 | -75167 | -470629 | -105700 | -82261 | -679402 |
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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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