Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1775779.8116 | 1742718.5677 | 33061.244 | 1458570.892 | 2713675.1926 | -1255104.3006 |
Total P&L (%) | 1775.7798 | 1742.7186 | 33.0612 | 1458.5709 | 2713.6752 | -1255.1043 |
Avg Daily Profit (%) | 0.7846 | 0.77 | 0.0146 | 0.1214 | 0.1476 | 0 |
Buy And Hold Return (%) | 272.0745 | 272.0745 | 272.0745 | 272.0745 | 272.0745 | 272.0745 |
Max Trade Drawdown | -137489 | -69104 | -133510 | -2495331 | -2035741 | -2031006 |
Profit Factor | 3.3692 | 6.0473 | 1.0818 | 1.1081 | 1.4483 | 0.8313 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 96 | 54 | 42 | 96 | 54 | 42 |
Profitability (%) | 38.0645 | 30.7692 | 45.4545 | 38.0645 | 30.7692 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.4821 | 13.6064 | 1.2981 | 1.803 | 3.2586 | 0.9976 |
Largest Winning Trade | 1350865 | 1350865 | 60066 | 2887980 | 2887980 | 1061460 |
Largest Losing Trade | -34911 | -18864 | -34911 | -958322 | -404341 | -958322 |
Avg Bars in Trades | 55 | 43 | 67 | 55 | 43 | 67 |
Avg Bars in Winners | 98 | 85 | 106 | 98 | 85 | 106 |
Avg Bars in Losers | 28 | 24 | 34 | 28 | 24 | 34 |
Bars Traded | 8579 | 3400 | 5179 | 8579 | 3400 | 5179 |
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 | 551958 | -20895 | -513397 | -135944 | -35485 | -624503 |
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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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