Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108275.8657 | 961963.2613 | 146312.6044 | 16382828.8385 | 11263980.1558 | 5118848.6826 |
Total P&L (%) | 1108.2759 | 961.9633 | 146.3126 | 16382.8288 | 11263.9802 | 5118.8487 |
Avg Daily Profit (%) | 0.6082 | 0.5279 | 0.0803 | 0.2805 | 0.2601 | 0.2173 |
Buy And Hold Return (%) | 751.735 | 751.735 | 751.735 | 751.735 | 751.735 | 751.735 |
Max Trade Drawdown | -87173 | -79629 | -77145 | -6235102 | -8360116 | -2947872 |
Profit Factor | 2.4575 | 3.5378 | 1.3837 | 1.4411 | 1.5748 | 1.2917 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 44.898 | 42.4658 | 47.2973 | 44.898 | 42.4658 | 47.2973 |
Ratio Avg Win / Avg Loss | 3.016 | 4.7931 | 1.5418 | 1.7686 | 2.1336 | 1.4393 |
Largest Winning Trade | 316237 | 316237 | 61623 | 8398501 | 8398501 | 3864351 |
Largest Losing Trade | -35419 | -29716 | -35419 | -3092016 | -3092016 | -2413954 |
Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Winners | 55 | 54 | 57 | 55 | 54 | 57 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 5312 | 2563 | 2748 | 5312 | 2563 | 2748 |
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 | -3606 | -136098 | -315334 | 330761 | -63462 | -57417 |
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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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