Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1503710.7316 | 1473623.2268 | 30087.5049 | 930884.4129 | 1796585.5095 | -865701.0967 |
Total P&L (%) | 1503.7107 | 1473.6232 | 30.0875 | 930.8844 | 1796.5855 | -865.7011 |
Avg Daily Profit (%) | 0.8274 | 0.8109 | 0.0166 | 0.1285 | 0.1621 | 0 |
Buy And Hold Return (%) | 720.8834 | 720.8834 | 720.8834 | 720.8834 | 720.8834 | 720.8834 |
Max Trade Drawdown | -138542 | -127699 | -63523 | -4542464 | -3289268 | -1830205 |
Profit Factor | 3.1063 | 4.2495 | 1.1155 | 1.0655 | 1.2019 | 0.8369 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 44.5205 | 41.0959 | 47.9452 | 44.5205 | 41.0959 | 47.9452 |
Ratio Avg Win / Avg Loss | 3.8709 | 6.0909 | 1.2111 | 1.3278 | 1.7228 | 0.9087 |
Largest Winning Trade | 738820 | 738820 | 39558 | 3290024 | 3290024 | 681711 |
Largest Losing Trade | -34914 | -34914 | -24221 | -1466458 | -1466458 | -645357 |
Avg Bars in Trades | 70 | 104 | 36 | 70 | 104 | 36 |
Avg Bars in Winners | 95 | 154 | 44 | 95 | 154 | 44 |
Avg Bars in Losers | 50 | 69 | 27 | 50 | 69 | 27 |
Bars Traded | 10254 | 7623 | 2632 | 10254 | 7623 | 2632 |
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 | 398313 | -61595 | -502710 | -246453 | -70719 | -653535 |
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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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