Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1774636.3313 | 1611589.923 | 163046.4083 | 6376880.3738 | -1769385.8476 | 8146266.2214 |
Total P&L (%) | 1774.6363 | 1611.5899 | 163.0464 | 6376.8804 | -1769.3858 | 8146.2662 |
Avg Daily Profit (%) | 0.956 | 0.8682 | 0.0878 | 0.2249 | 0 | 0.238 |
Buy And Hold Return (%) | 91.4691 | 91.4691 | 91.4691 | 91.4691 | 91.4691 | 91.4691 |
Max Trade Drawdown | -66080 | -92222 | -43266 | -5670059 | -8535252 | -3206623 |
Profit Factor | 4.7102 | 7.305 | 1.7321 | 1.1975 | 0.9041 | 1.5885 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 45.8065 | 39.7436 | 51.9481 | 45.8065 | 39.7436 | 51.9481 |
Ratio Avg Win / Avg Loss | 5.5726 | 11.0753 | 1.6022 | 1.4168 | 1.3707 | 1.4694 |
Largest Winning Trade | 1463926 | 1463926 | 59378 | 4316431 | 4316431 | 3536903 |
Largest Losing Trade | -26960 | -20120 | -26960 | -2375433 | -1765290 | -2375433 |
Avg Bars in Trades | 45 | 38 | 53 | 45 | 38 | 53 |
Avg Bars in Winners | 70 | 61 | 77 | 70 | 61 | 77 |
Avg Bars in Losers | 24 | 23 | 27 | 24 | 23 | 27 |
Bars Traded | 7079 | 2983 | 4096 | 7079 | 2983 | 4096 |
Profit Streak | 0 | 0 | 54.7103 | 0 | 0 | 54.7103 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 722347 | -16693 | -120985 | 150769 | -617558 | -30028 |
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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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