Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1735740.2063 | 1619268.8524 | 116471.354 | 4814987.8221 | -2926372.82 | 7741360.6422 |
Total P&L (%) | 1735.7402 | 1619.2689 | 116.4714 | 4814.9878 | -2926.3728 | 7741.3606 |
Avg Daily Profit (%) | 0.9625 | 0.8979 | 0.0646 | 0.2162 | 0 | 0.2422 |
Buy And Hold Return (%) | 141.1313 | 141.1313 | 141.1313 | 141.1313 | 141.1313 | 141.1313 |
Max Trade Drawdown | -107340 | -127194 | -59994 | -14085478 | -18813741 | -5955223 |
Profit Factor | 3.6043 | 5.4322 | 1.3867 | 1.068 | 0.9315 | 1.2756 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 45.3333 | 38.6667 | 52 | 45.3333 | 38.6667 | 52 |
Ratio Avg Win / Avg Loss | 4.3463 | 8.6167 | 1.2801 | 1.2879 | 1.4775 | 1.1775 |
Largest Winning Trade | 1086553 | 1086553 | 62124 | 9657587 | 9657587 | 5662857 |
Largest Losing Trade | -38004 | -35942 | -38004 | -5795509 | -4680156 | -5795509 |
Avg Bars in Trades | 34 | 30 | 39 | 34 | 30 | 39 |
Avg Bars in Winners | 53 | 47 | 58 | 53 | 47 | 58 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 5246 | 2254 | 2992 | 5246 | 2254 | 2992 |
Profit Streak | 0 | 0 | 23.4223 | 0 | 0 | 23.4223 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 685791 | -40002 | -328007 | -138559 | -640476 | -47819 |
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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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