Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2097619.7579 | 2043024.5817 | 54595.1762 | 1468645.5165 | 2625653.5569 | -1157008.0404 |
Total P&L (%) | 2097.6198 | 2043.0246 | 54.5952 | 1468.6455 | 2625.6536 | -1157.008 |
Avg Daily Profit (%) | 1.0069 | 0.9807 | 0.0262 | 0.1322 | 0.1588 | 0 |
Buy And Hold Return (%) | 427.171 | 427.171 | 427.171 | 427.171 | 427.171 | 427.171 |
Max Trade Drawdown | -125886 | -76333 | -82433 | -5003421 | -3206819 | -2960775 |
Profit Factor | 4.111 | 7.681 | 1.1482 | 1.0834 | 1.3355 | 0.8818 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Profitability (%) | 38.7755 | 39.726 | 37.8378 | 38.7755 | 39.726 | 37.8378 |
Ratio Avg Win / Avg Loss | 6.491 | 11.6539 | 1.8863 | 1.7106 | 2.0262 | 1.4487 |
Largest Winning Trade | 1920736 | 1920736 | 55246 | 5508969 | 5508969 | 1815916 |
Largest Losing Trade | -35023 | -25231 | -35023 | -1524255 | -754921 | -1524255 |
Avg Bars in Trades | 165 | 171 | 159 | 165 | 171 | 159 |
Avg Bars in Winners | 311 | 302 | 321 | 311 | 302 | 321 |
Avg Bars in Losers | 72 | 84 | 61 | 72 | 84 | 61 |
Bars Traded | 24305 | 12502 | 11803 | 24305 | 12502 | 11803 |
Profit Streak | 7.4677 | 0 | 20.5511 | 7.4677 | 0 | 20.5511 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568035 | -55629 | -448709 | -149822 | -67425 | -647745 |
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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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