Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935134.8427 | 871977.3612 | 63157.4815 | 1813612.2841 | 3291294.3812 | -1477682.097 |
Total P&L (%) | 935.1348 | 871.9774 | 63.1575 | 1813.6123 | 3291.2944 | -1477.6821 |
Avg Daily Profit (%) | 0.5162 | 0.4813 | 0.0349 | 0.163 | 0.1947 | 0 |
Buy And Hold Return (%) | 225.1484 | 225.1484 | 225.1484 | 225.1484 | 225.1484 | 225.1484 |
Max Trade Drawdown | -124726 | -91652 | -76577 | -5945858 | -4275935 | -2190246 |
Profit Factor | 2.4142 | 3.8551 | 1.1775 | 1.1209 | 1.4543 | 0.8094 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 47.5862 | 44.4444 | 50.6849 | 47.5862 | 44.4444 | 50.6849 |
Ratio Avg Win / Avg Loss | 2.6591 | 4.8189 | 1.1457 | 1.2346 | 1.8179 | 0.7875 |
Largest Winning Trade | 481625 | 481625 | 72269 | 3828907 | 3828907 | 938637 |
Largest Losing Trade | -40897 | -37355 | -40897 | -1397954 | -1051468 | -1397954 |
Avg Bars in Trades | 48 | 45 | 51 | 48 | 45 | 51 |
Avg Bars in Winners | 67 | 70 | 64 | 67 | 70 | 64 |
Avg Bars in Losers | 31 | 24 | 38 | 31 | 24 | 38 |
Bars Traded | 7043 | 3260 | 3784 | 7043 | 3260 | 3784 |
Profit Streak | 0 | 42.9775 | 0 | 0 | 42.9775 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457148 | -66004 | -409268 | -80342 | -70936 | -652647 |
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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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