Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393355.9589 | 1283455.1337 | 109900.8252 | 6686631.6483 | 7646803.0721 | -960171.4239 |
Total P&L (%) | 1393.356 | 1283.4551 | 109.9008 | 6686.6316 | 7646.8031 | -960.1714 |
Avg Daily Profit (%) | 0.7668 | 0.7064 | 0.0605 | 0.2324 | 0.2397 | 0 |
Buy And Hold Return (%) | 656.9257 | 656.9257 | 656.9257 | 656.9257 | 656.9257 | 656.9257 |
Max Trade Drawdown | -97679 | -74607 | -47896 | -8277164 | -4859258 | -5670810 |
Profit Factor | 2.9844 | 4.3706 | 1.342 | 1.1967 | 1.4529 | 0.9439 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 46.1039 | 41.5584 | 50.6494 | 46.1039 | 41.5584 | 50.6494 |
Ratio Avg Win / Avg Loss | 3.4888 | 6.1462 | 1.3076 | 1.3989 | 2.0432 | 0.9197 |
Largest Winning Trade | 814096 | 814096 | 42373 | 8338435 | 8338435 | 3221805 |
Largest Losing Trade | -43502 | -28552 | -43502 | -2759851 | -2526799 | -2759851 |
Avg Bars in Trades | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Winners | 29 | 35 | 24 | 29 | 35 | 24 |
Avg Bars in Losers | 17 | 20 | 13 | 17 | 20 | 13 |
Bars Traded | 3530 | 2063 | 1468 | 3530 | 2063 | 1468 |
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 | 434524 | -32461 | -319193 | 132940 | -34456 | -622374 |
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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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