Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1606001.5522 | 1522107.404 | 83894.1482 | 6134419.4432 | 6064737.063 | 69682.3802 |
Total P&L (%) | 1606.0016 | 1522.1074 | 83.8941 | 6134.4194 | 6064.7371 | 69.6824 |
Avg Daily Profit (%) | 0.8812 | 0.8352 | 0.046 | 0.227 | 0.2264 | 0.029 |
Buy And Hold Return (%) | 713.3806 | 713.3806 | 713.3806 | 713.3806 | 713.3806 | 713.3806 |
Max Trade Drawdown | -151685 | -109286 | -100298 | -6879440 | -4174458 | -3920538 |
Profit Factor | 3.312 | 4.972 | 1.2694 | 1.3005 | 1.5693 | 1.0071 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.9744 | 5.9663 | 1.5233 | 1.5606 | 1.8831 | 1.2086 |
Largest Winning Trade | 785254 | 785254 | 77024 | 3555537 | 3555537 | 2181720 |
Largest Losing Trade | -51607 | -51607 | -29641 | -2340754 | -2340754 | -2197699 |
Avg Bars in Trades | 22 | 25 | 20 | 22 | 25 | 20 |
Avg Bars in Winners | 35 | 39 | 31 | 35 | 39 | 31 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 3532 | 1955 | 1576 | 3532 | 1955 | 1576 |
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 | 492184 | -28475 | -339648 | 316208 | -32344 | -576018 |
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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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