Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1825832.455 | 1738445.8538 | 87386.6012 | 728135.9575 | -1691166.4278 | 2419302.3853 |
Total P&L (%) | 1825.8325 | 1738.4459 | 87.3866 | 728.136 | -1691.1664 | 2419.3024 |
Avg Daily Profit (%) | 0.9811 | 0.9341 | 0.047 | 0.1137 | 0 | 0.1735 |
Buy And Hold Return (%) | 30.5145 | 30.5145 | 30.5145 | 30.5145 | 30.5145 | 30.5145 |
Max Trade Drawdown | -141209 | -128848 | -51645 | -4159636 | -4696518 | -1400152 |
Profit Factor | 3.8679 | 5.2797 | 1.3792 | 1.0534 | 0.8154 | 1.5397 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 54 | 19 | 35 | 54 | 19 | 35 |
Losing Trades | 85 | 50 | 35 | 85 | 50 | 35 |
Profitability (%) | 38.8489 | 27.5362 | 50 | 38.8489 | 27.5362 | 50 |
Ratio Avg Win / Avg Loss | 6.0883 | 13.8939 | 1.3792 | 1.6581 | 2.1458 | 1.5397 |
Largest Winning Trade | 1661368 | 1661368 | 33401 | 1884123 | 1884123 | 1172514 |
Largest Losing Trade | -50572 | -50572 | -24835 | -714921 | -714921 | -541027 |
Avg Bars in Trades | 52 | 68 | 37 | 52 | 68 | 37 |
Avg Bars in Winners | 84 | 143 | 52 | 84 | 143 | 52 |
Avg Bars in Losers | 32 | 39 | 21 | 32 | 39 | 21 |
Bars Traded | 7318 | 4723 | 2595 | 7318 | 4723 | 2595 |
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 | 587498 | -99312 | -227319 | -205526 | -698594 | -83986 |
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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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