Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2090534.4919 | 1947435.6316 | 143098.8603 | 2963180.0311 | -3468201.1182 | 6431381.1493 |
Total P&L (%) | 2090.5345 | 1947.4356 | 143.0989 | 2963.18 | -3468.2011 | 6431.3811 |
Avg Daily Profit (%) | 1.1272 | 1.05 | 0.0772 | 0.1847 | 0 | 0.2256 |
Buy And Hold Return (%) | 55.2824 | 55.2824 | 55.2824 | 55.2824 | 55.2824 | 55.2824 |
Max Trade Drawdown | -140775 | -107442 | -52833 | -13996272 | -9866464 | -5798494 |
Profit Factor | 4.9525 | 7.5184 | 1.6218 | 1.0699 | 0.8502 | 1.3348 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 51.0204 | 43.2432 | 58.9041 | 51.0204 | 43.2432 | 58.9041 |
Ratio Avg Win / Avg Loss | 4.7544 | 9.868 | 1.1315 | 1.0271 | 1.1159 | 0.9312 |
Largest Winning Trade | 1833581 | 1833581 | 52517 | 6765630 | 6765630 | 3633129 |
Largest Losing Trade | -36759 | -36759 | -25720 | -2552323 | -2552323 | -2428265 |
Avg Bars in Trades | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Winners | 48 | 39 | 54 | 48 | 39 | 54 |
Avg Bars in Losers | 23 | 24 | 21 | 23 | 24 | 21 |
Bars Traded | 5294 | 2288 | 3006 | 5294 | 2288 | 3006 |
Profit Streak | 0 | 0 | 52.797 | 0 | 0 | 52.797 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 782327 | -45174 | -161412 | -135158 | -646197 | -63076 |
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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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