Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1550666.7052 | 1532932.3569 | 17734.3483 | 993766.3972 | 567265.6965 | 426500.7007 |
Total P&L (%) | 1550.6667 | 1532.9324 | 17.7343 | 993.7664 | 567.2657 | 426.5007 |
Avg Daily Profit (%) | 0.6839 | 0.676 | 0.0078 | 0.1056 | 0.0837 | 0.0733 |
Buy And Hold Return (%) | 540.5199 | 540.5199 | 540.5199 | 540.5199 | 540.5199 | 540.5199 |
Max Trade Drawdown | -103951 | -84350 | -114215 | -1137604 | -605345 | -570204 |
Profit Factor | 2.9847 | 4.9702 | 1.0449 | 1.2052 | 1.2356 | 1.1751 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 53.9007 | 52.1127 | 55.7143 | 53.9007 | 52.1127 | 55.7143 |
Ratio Avg Win / Avg Loss | 2.5527 | 4.5672 | 0.8305 | 1.0307 | 1.1355 | 0.934 |
Largest Winning Trade | 1187041 | 1187041 | 52210 | 873087 | 873087 | 625228 |
Largest Losing Trade | -52976 | -49713 | -52976 | -423449 | -198807 | -423449 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 4111 | 1953 | 2158 | 4111 | 1953 | 2158 |
Profit Streak | 0 | 0 | 21.9267 | 0 | 0 | 21.9267 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568900 | -69505 | -613881 | -58952 | -317557 | -383378 |
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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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