Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074064.9961 | 993524.6793 | 80540.3168 | 3881905.4564 | 3135022.7969 | 746882.6595 |
Total P&L (%) | 1074.065 | 993.5247 | 80.5403 | 3881.9055 | 3135.0228 | 746.8827 |
Avg Daily Profit (%) | 0.5738 | 0.5308 | 0.043 | 0.197 | 0.1859 | 0.1142 |
Buy And Hold Return (%) | 503.7193 | 503.7193 | 503.7193 | 503.7193 | 503.7193 | 503.7193 |
Max Trade Drawdown | -97398 | -87803 | -121850 | -3280530 | -2665809 | -3102021 |
Profit Factor | 2.4714 | 3.9111 | 1.2072 | 1.2254 | 1.3704 | 1.0853 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 46.9799 | 46.6667 | 47.2973 | 46.9799 | 46.6667 | 47.2973 |
Ratio Avg Win / Avg Loss | 2.7891 | 4.4698 | 1.3452 | 1.383 | 1.5662 | 1.2093 |
Largest Winning Trade | 603306 | 603306 | 62139 | 2748599 | 2748599 | 2266122 |
Largest Losing Trade | -50249 | -23617 | -50249 | -1359098 | -658442 | -1359098 |
Avg Bars in Trades | 72 | 54 | 92 | 72 | 54 | 92 |
Avg Bars in Winners | 113 | 75 | 151 | 113 | 75 | 151 |
Avg Bars in Losers | 37 | 35 | 38 | 37 | 35 | 38 |
Bars Traded | 10871 | 4052 | 6819 | 10871 | 4052 | 6819 |
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 | 329584 | -47466 | -367205 | 246957 | -49229 | -247955 |
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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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