Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950877.3564 | 854521.8723 | 96355.4842 | 3977471.2483 | 4268556.9425 | -291085.6942 |
Total P&L (%) | 950.8774 | 854.5219 | 96.3555 | 3977.4712 | 4268.5569 | -291.0857 |
Avg Daily Profit (%) | 0.5248 | 0.4716 | 0.0532 | 0.2048 | 0.2087 | 0 |
Buy And Hold Return (%) | 484.086 | 484.086 | 484.086 | 484.086 | 484.086 | 484.086 |
Max Trade Drawdown | -104192 | -94251 | -63118 | -6308449 | -5525895 | -4426180 |
Profit Factor | 2.0953 | 2.8672 | 1.2347 | 1.1085 | 1.2108 | 0.9823 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 56.25 | 55.5556 | 56.9444 | 56.25 | 55.5556 | 56.9444 |
Ratio Avg Win / Avg Loss | 1.6297 | 2.2937 | 0.9336 | 0.8622 | 0.9686 | 0.7427 |
Largest Winning Trade | 319594 | 319594 | 52747 | 2209978 | 2209978 | 1267189 |
Largest Losing Trade | -47323 | -38244 | -47323 | -2595489 | -2595489 | -2377151 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Losers | 21 | 25 | 18 | 21 | 25 | 18 |
Bars Traded | 3536 | 1988 | 1548 | 3536 | 1988 | 1548 |
Profit Streak | 0 | 0 | 72.3931 | 0 | 0 | 72.3931 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329029 | -70803 | -366699 | -93283 | -72198 | -657813 |
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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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