Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1417310.5963 | 1374414.1925 | 42896.4038 | 2428756.8366 | 5587440.6353 | -3158683.7988 |
Total P&L (%) | 1417.3106 | 1374.4142 | 42.8964 | 2428.7568 | 5587.4406 | -3158.6838 |
Avg Daily Profit (%) | 0.7778 | 0.7543 | 0.0235 | 0.1774 | 0.222 | 0 |
Buy And Hold Return (%) | 720.6466 | 720.6466 | 720.6466 | 720.6466 | 720.6466 | 720.6466 |
Max Trade Drawdown | -115871 | -104199 | -109354 | -6029117 | -3477641 | -4521859 |
Profit Factor | 2.7149 | 4.5146 | 1.0985 | 1.0978 | 1.4977 | 0.7679 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Profitability (%) | 41.5584 | 42.8571 | 40.2597 | 41.5584 | 42.8571 | 40.2597 |
Ratio Avg Win / Avg Loss | 3.8179 | 6.0194 | 1.6301 | 1.5438 | 1.997 | 1.1395 |
Largest Winning Trade | 724392 | 724392 | 76505 | 3547335 | 3547335 | 1828166 |
Largest Losing Trade | -59399 | -29158 | -59399 | -1788669 | -1161403 | -1788669 |
Avg Bars in Trades | 69 | 63 | 75 | 69 | 63 | 75 |
Avg Bars in Winners | 120 | 103 | 137 | 120 | 103 | 137 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 10732 | 4910 | 5821 | 10732 | 4910 | 5821 |
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 | 308508 | -32029 | -483980 | -109264 | -34106 | -624857 |
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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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