Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1689163.4559 | 1533297.9577 | 155865.4982 | 5784984.4933 | -538552.9013 | 6323537.3946 |
Total P&L (%) | 1689.1635 | 1533.298 | 155.8655 | 5784.9845 | -538.5529 | 6323.5374 |
Avg Daily Profit (%) | 0.9084 | 0.8246 | 0.0838 | 0.2194 | 0 | 0.2241 |
Buy And Hold Return (%) | 52.9847 | 52.9847 | 52.9847 | 52.9847 | 52.9847 | 52.9847 |
Max Trade Drawdown | -76555 | -66090 | -63044 | -7580341 | -6835037 | -2446586 |
Profit Factor | 3.3517 | 5.0856 | 1.4544 | 1.1438 | 0.9755 | 1.3459 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 42.3611 | 38.8889 | 45.8333 | 42.3611 | 38.8889 | 45.8333 |
Ratio Avg Win / Avg Loss | 4.5605 | 7.9916 | 1.7189 | 1.5563 | 1.5329 | 1.5906 |
Largest Winning Trade | 1355033 | 1355033 | 62469 | 3984654 | 3984654 | 3405134 |
Largest Losing Trade | -34328 | -34328 | -21202 | -2332210 | -2332210 | -1893744 |
Avg Bars in Trades | 150 | 127 | 173 | 150 | 127 | 173 |
Avg Bars in Winners | 229 | 174 | 276 | 229 | 174 | 276 |
Avg Bars in Losers | 92 | 97 | 85 | 92 | 97 | 85 |
Bars Traded | 21663 | 9182 | 12481 | 21663 | 9182 | 12481 |
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 | 614852 | -62734 | -163147 | -55603 | -661779 | -71359 |
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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) |
---|