Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1452201.7514 | 1356240.8065 | 95960.9449 | 7573336.9959 | 11409983.1757 | -3836646.1798 |
Total P&L (%) | 1452.2018 | 1356.2408 | 95.9609 | 7573.337 | 11409.9832 | -3836.6462 |
Avg Daily Profit (%) | 0.7984 | 0.7456 | 0.0528 | 0.2389 | 0.2612 | 0 |
Buy And Hold Return (%) | 608.2091 | 608.2091 | 608.2091 | 608.2091 | 608.2091 | 608.2091 |
Max Trade Drawdown | -76873 | -64639 | -52366 | -8610413 | -4281123 | -6124246 |
Profit Factor | 3.1643 | 4.8456 | 1.3015 | 1.2029 | 1.6442 | 0.8044 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 40.8163 | 36.9863 | 44.5946 | 40.8163 | 36.9863 | 44.5946 |
Ratio Avg Win / Avg Loss | 4.5883 | 8.2555 | 1.617 | 1.7442 | 2.8012 | 0.9994 |
Largest Winning Trade | 814096 | 814096 | 72970 | 10236863 | 10236863 | 2812230 |
Largest Losing Trade | -28070 | -19488 | -28070 | -2716290 | -1880448 | -2716290 |
Avg Bars in Trades | 24 | 26 | 21 | 24 | 26 | 21 |
Avg Bars in Winners | 40 | 45 | 36 | 40 | 45 | 36 |
Avg Bars in Losers | 12 | 15 | 10 | 12 | 15 | 10 |
Bars Traded | 3542 | 1929 | 1613 | 3542 | 1929 | 1613 |
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 | 431635 | -61714 | -353322 | 218416 | -65066 | -647060 |
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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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