Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1581553.8631 | 1482387.827 | 99166.0361 | 5578840.8213 | 5841108.931 | -262268.1097 |
Total P&L (%) | 1581.5539 | 1482.3878 | 99.166 | 5578.8408 | 5841.1089 | -262.2681 |
Avg Daily Profit (%) | 0.6991 | 0.6553 | 0.0438 | 0.1787 | 0.1807 | 0 |
Buy And Hold Return (%) | 361.5894 | 361.5894 | 361.5894 | 361.5894 | 361.5894 | 361.5894 |
Max Trade Drawdown | -159997 | -90251 | -127474 | -7164556 | -3801775 | -5148436 |
Profit Factor | 3.2121 | 5.621 | 1.2516 | 1.2073 | 1.5154 | 0.9832 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 45.8065 | 38.4615 | 53.2468 | 45.8065 | 38.4615 | 53.2468 |
Ratio Avg Win / Avg Loss | 3.8003 | 8.9936 | 1.099 | 1.4284 | 2.4246 | 0.8633 |
Largest Winning Trade | 997441 | 997441 | 59136 | 4869768 | 4869768 | 2320094 |
Largest Losing Trade | -46609 | -32776 | -46609 | -3325009 | -1147069 | -3325009 |
Avg Bars in Trades | 83 | 60 | 106 | 83 | 60 | 106 |
Avg Bars in Winners | 145 | 105 | 173 | 145 | 105 | 173 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 12873 | 4685 | 8188 | 12873 | 4685 | 8188 |
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 | 566452 | -20899 | -341883 | 235969 | -28561 | -622315 |
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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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