Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1560030.6343 | 1536580.7225 | 23449.9118 | 98666.3677 | 381608.118 | -282941.7503 |
Total P&L (%) | 1560.0306 | 1536.5807 | 23.4499 | 98.6664 | 381.6081 | -282.9418 |
Avg Daily Profit (%) | 0.8411 | 0.8285 | 0.0126 | 0.037 | 0.0848 | 0 |
Buy And Hold Return (%) | 83.2697 | 83.2697 | 83.2697 | 83.2697 | 83.2697 | 83.2697 |
Max Trade Drawdown | -102628 | -147829 | -51830 | -1464524 | -1181582 | -399856 |
Profit Factor | 3.5592 | 5.2661 | 1.094 | 1.0243 | 1.1551 | 0.8223 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 40.146 | 37.6812 | 42.6471 | 40.146 | 37.6812 | 42.6471 |
Ratio Avg Win / Avg Loss | 5.3065 | 8.7094 | 1.4713 | 1.5272 | 1.9104 | 1.1059 |
Largest Winning Trade | 1563190 | 1563190 | 42112 | 1563190 | 1563190 | 252763 |
Largest Losing Trade | -51830 | -49522 | -51830 | -663792 | -663792 | -399856 |
Avg Bars in Trades | 50 | 45 | 56 | 50 | 45 | 56 |
Avg Bars in Winners | 74 | 55 | 91 | 74 | 55 | 91 |
Avg Bars in Losers | 35 | 39 | 30 | 35 | 39 | 30 |
Bars Traded | 6966 | 3133 | 3833 | 6966 | 3133 | 3833 |
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 | 592946 | -85568 | -571138 | -447806 | -237011 | -691428 |
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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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