Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1683801.3622 | 1563959.8257 | 119841.5364 | 3045469.385 | -1087362.7471 | 4132832.1321 |
Total P&L (%) | 1683.8014 | 1563.9598 | 119.8415 | 3045.4694 | -1087.3627 | 4132.8321 |
Avg Daily Profit (%) | 0.9026 | 0.8384 | 0.0642 | 0.185 | 0 | 0.201 |
Buy And Hold Return (%) | 29.0031 | 29.0031 | 29.0031 | 29.0031 | 29.0031 | 29.0031 |
Max Trade Drawdown | -121055 | -90813 | -58194 | -7428052 | -5766978 | -2671092 |
Profit Factor | 4.1601 | 6.8611 | 1.4505 | 1.1437 | 0.9122 | 1.4696 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 41.1765 | 37.6623 | 44.7368 | 41.1765 | 37.6623 | 44.7368 |
Ratio Avg Win / Avg Loss | 5.943 | 11.3564 | 1.7918 | 1.6339 | 1.5099 | 1.8153 |
Largest Winning Trade | 1429215 | 1429215 | 64257 | 4043420 | 4043420 | 2580133 |
Largest Losing Trade | -34686 | -22991 | -34686 | -2197469 | -2197469 | -1106347 |
Avg Bars in Trades | 70 | 61 | 79 | 70 | 61 | 79 |
Avg Bars in Winners | 119 | 120 | 117 | 119 | 120 | 117 |
Avg Bars in Losers | 36 | 26 | 48 | 36 | 26 | 48 |
Bars Traded | 10790 | 4761 | 6029 | 10790 | 4761 | 6029 |
Profit Streak | 0 | 0 | 39.4149 | 0 | 0 | 39.4149 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 640960 | -25028 | -157658 | -56017 | -624756 | -40239 |
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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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