Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2062113.2838 | 1991395.0426 | 70718.2412 | 896365.129 | 970260.2176 | -73895.0885 |
Total P&L (%) | 2062.1133 | 1991.395 | 70.7182 | 896.3651 | 970.2602 | -73.8951 |
Avg Daily Profit (%) | 1.148 | 1.1086 | 0.0394 | 0.1281 | 0.1321 | -0.0747 |
Buy And Hold Return (%) | 271.1337 | 271.1337 | 271.1337 | 271.1337 | 271.1337 | 271.1337 |
Max Trade Drawdown | -107167 | -98602 | -151586 | -3463688 | -3331126 | -3736444 |
Profit Factor | 3.745 | 6.8675 | 1.1717 | 1.0596 | 1.1405 | 0.9909 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 45.8904 | 43.8356 | 47.9452 | 45.8904 | 43.8356 | 47.9452 |
Ratio Avg Win / Avg Loss | 4.4157 | 8.799 | 1.2721 | 1.2494 | 1.4613 | 1.0758 |
Largest Winning Trade | 1040639 | 1040639 | 59208 | 3258373 | 3258373 | 1599675 |
Largest Losing Trade | -77936 | -28287 | -77936 | -2630396 | -748281 | -2630396 |
Avg Bars in Trades | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Winners | 71 | 60 | 82 | 71 | 60 | 82 |
Avg Bars in Losers | 26 | 27 | 24 | 26 | 27 | 24 |
Bars Traded | 6902 | 3077 | 3825 | 6902 | 3077 | 3825 |
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 | 688708 | -52393 | -410493 | -180615 | -159227 | -651868 |
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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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