Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1730210.0735 | 1625470.0144 | 104740.0591 | 1574259.934 | -2064554.1113 | 3638814.0453 |
Total P&L (%) | 1730.2101 | 1625.47 | 104.7401 | 1574.2599 | -2064.5541 | 3638.814 |
Avg Daily Profit (%) | 0.9276 | 0.8714 | 0.0562 | 0.1512 | 0 | 0.1943 |
Buy And Hold Return (%) | 33.0319 | 33.0319 | 33.0319 | 33.0319 | 33.0319 | 33.0319 |
Max Trade Drawdown | -145055 | -101191 | -53987 | -6600600 | -5786221 | -2303667 |
Profit Factor | 3.6826 | 5.6426 | 1.3552 | 1.0727 | 0.8363 | 1.4017 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 95 | 54 | 41 | 95 | 54 | 41 |
Profitability (%) | 38.3117 | 29.8701 | 46.7532 | 38.3117 | 29.8701 | 46.7532 |
Ratio Avg Win / Avg Loss | 5.9296 | 13.2479 | 1.5434 | 1.7272 | 1.9634 | 1.5964 |
Largest Winning Trade | 1533151 | 1533151 | 61416 | 3148445 | 2877140 | 3148445 |
Largest Losing Trade | -26714 | -26714 | -20498 | -2210613 | -2210613 | -1118628 |
Avg Bars in Trades | 46 | 54 | 38 | 46 | 54 | 38 |
Avg Bars in Winners | 77 | 110 | 57 | 77 | 110 | 57 |
Avg Bars in Losers | 27 | 31 | 22 | 27 | 31 | 22 |
Bars Traded | 7217 | 4230 | 2987 | 7217 | 4230 | 2987 |
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 | 589216 | -28814 | -162583 | -135615 | -628308 | -33414 |
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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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