Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455279.6484 | 1406345.5306 | 48934.1178 | 1690970.989 | 1226415.3357 | 464555.6533 |
Total P&L (%) | 1455.2796 | 1406.3455 | 48.9341 | 1690.971 | 1226.4153 | 464.5557 |
Avg Daily Profit (%) | 0.803 | 0.776 | 0.027 | 0.1593 | 0.1427 | 0.0956 |
Buy And Hold Return (%) | 648.1971 | 648.1971 | 648.1971 | 648.1971 | 648.1971 | 648.1971 |
Max Trade Drawdown | -147863 | -108219 | -107899 | -3185710 | -3024185 | -2199959 |
Profit Factor | 3.2544 | 4.873 | 1.1733 | 1.1382 | 1.1728 | 1.0904 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 51.7007 | 47.9452 | 55.4054 | 51.7007 | 47.9452 | 55.4054 |
Ratio Avg Win / Avg Loss | 3.0403 | 5.2907 | 0.9443 | 1.0633 | 1.2733 | 0.8776 |
Largest Winning Trade | 812751 | 812751 | 34828 | 2263742 | 2263742 | 809419 |
Largest Losing Trade | -40797 | -40797 | -29245 | -955349 | -873139 | -955349 |
Avg Bars in Trades | 46 | 64 | 28 | 46 | 64 | 28 |
Avg Bars in Winners | 49 | 72 | 29 | 49 | 72 | 29 |
Avg Bars in Losers | 43 | 56 | 28 | 43 | 56 | 28 |
Bars Traded | 6818 | 4685 | 2133 | 6818 | 4685 | 2133 |
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 | 530793 | -57852 | -417376 | -63698 | -112928 | -417134 |
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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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