Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1511551.2842 | 1502944.4896 | 8606.7945 | 576073.7292 | 678142.301 | -102068.5718 |
Total P&L (%) | 1511.5513 | 1502.9445 | 8.6068 | 576.0737 | 678.1423 | -102.0686 |
Avg Daily Profit (%) | 0.6649 | 0.6611 | 0.0038 | 0.0841 | 0.0903 | 0 |
Buy And Hold Return (%) | 235.958 | 235.958 | 235.958 | 235.958 | 235.958 | 235.958 |
Max Trade Drawdown | -138798 | -110763 | -111886 | -2452375 | -1381657 | -1479459 |
Profit Factor | 2.9909 | 5.259 | 1.0212 | 1.0895 | 1.2373 | 0.9715 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 42.3611 | 37.5 | 47.2222 | 42.3611 | 37.5 | 47.2222 |
Ratio Avg Win / Avg Loss | 4.0696 | 8.765 | 1.1413 | 1.4825 | 2.0621 | 1.0857 |
Largest Winning Trade | 1131810 | 1131810 | 56482 | 1620088 | 1620088 | 684853 |
Largest Losing Trade | -52791 | -37571 | -52791 | -746926 | -446353 | -746926 |
Avg Bars in Trades | 60 | 53 | 66 | 60 | 53 | 66 |
Avg Bars in Winners | 95 | 92 | 98 | 95 | 92 | 98 |
Avg Bars in Losers | 34 | 30 | 37 | 34 | 30 | 37 |
Bars Traded | 8677 | 3877 | 4800 | 8677 | 3877 | 4800 |
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 | 530585 | -64775 | -631301 | -208824 | -158724 | -659649 |
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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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