Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1652554.2364 | 1609142.2059 | 43412.0306 | 2047995.268 | -1849882.3536 | 3897877.6216 |
Total P&L (%) | 1652.5542 | 1609.1422 | 43.412 | 2047.9953 | -1849.8824 | 3897.8776 |
Avg Daily Profit (%) | 0.9237 | 0.8994 | 0.0243 | 0.1716 | 0 | 0.2064 |
Buy And Hold Return (%) | 315.9766 | 315.9766 | 315.9766 | 315.9766 | 315.9766 | 315.9766 |
Max Trade Drawdown | -94296 | -106155 | -127235 | -5568886 | -5306471 | -2127790 |
Profit Factor | 3.1125 | 5.1695 | 1.1095 | 1.0856 | 0.8619 | 1.3704 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 31.1688 | 27.2727 | 35.0649 | 31.1688 | 27.2727 | 35.0649 |
Ratio Avg Win / Avg Loss | 6.8733 | 13.7853 | 2.0547 | 2.3974 | 2.2984 | 2.5378 |
Largest Winning Trade | 1349677 | 1349677 | 59548 | 1813828 | 1784550 | 1813828 |
Largest Losing Trade | -34333 | -21339 | -34333 | -923632 | -705861 | -923632 |
Avg Bars in Trades | 137 | 115 | 158 | 137 | 115 | 158 |
Avg Bars in Winners | 309 | 295 | 319 | 309 | 295 | 319 |
Avg Bars in Losers | 59 | 48 | 71 | 59 | 48 | 71 |
Bars Traded | 21099 | 8885 | 12214 | 21099 | 8885 | 12214 |
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 | 414869 | -41856 | -472933 | -124296 | -639756 | -38048 |
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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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