Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1690721.1265 | 1630484.9568 | 60236.1697 | 3190781.7453 | 4606007.9711 | -1415226.2257 |
Total P&L (%) | 1690.7211 | 1630.485 | 60.2362 | 3190.7817 | 4606.008 | -1415.2262 |
Avg Daily Profit (%) | 0.9261 | 0.8931 | 0.033 | 0.1915 | 0.2112 | 0 |
Buy And Hold Return (%) | 693.212 | 693.212 | 693.212 | 693.212 | 693.212 | 693.212 |
Max Trade Drawdown | -121957 | -86297 | -75205 | -13977795 | -8447409 | -5680118 |
Profit Factor | 3.0907 | 4.8619 | 1.1559 | 1.0815 | 1.2296 | 0.9259 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 40.2685 | 35.1351 | 45.3333 | 40.2685 | 35.1351 | 45.3333 |
Ratio Avg Win / Avg Loss | 4.5846 | 8.9758 | 1.3938 | 1.6042 | 2.27 | 1.1165 |
Largest Winning Trade | 982615 | 982615 | 70406 | 10141562 | 10141562 | 2653193 |
Largest Losing Trade | -27847 | -22975 | -27847 | -2422248 | -2164029 | -2422248 |
Avg Bars in Trades | 35 | 32 | 39 | 35 | 32 | 39 |
Avg Bars in Winners | 52 | 50 | 53 | 52 | 50 | 53 |
Avg Bars in Losers | 24 | 22 | 28 | 24 | 22 | 28 |
Bars Traded | 5344 | 2368 | 2976 | 5344 | 2368 | 2976 |
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 | 425798 | -53840 | -422448 | -126911 | -61578 | -637884 |
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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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