Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1536275.8205 | 1511517.0088 | 24758.8116 | 226156.7553 | 363306.8756 | -137150.1203 |
Total P&L (%) | 1536.2758 | 1511.517 | 24.7588 | 226.1568 | 363.3069 | -137.1501 |
Avg Daily Profit (%) | 0.827 | 0.8137 | 0.0133 | 0.0637 | 0.0826 | 0 |
Buy And Hold Return (%) | 82.618 | 82.618 | 82.618 | 82.618 | 82.618 | 82.618 |
Max Trade Drawdown | -151321 | -124680 | -76389 | -1560193 | -1360154 | -990823 |
Profit Factor | 3.0022 | 4.7126 | 1.0687 | 1.0387 | 1.1203 | 0.9514 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 46.2585 | 45.9459 | 46.5753 | 46.2585 | 45.9459 | 46.5753 |
Ratio Avg Win / Avg Loss | 3.4878 | 5.5443 | 1.2259 | 1.2067 | 1.3181 | 1.0913 |
Largest Winning Trade | 1532635 | 1532635 | 64276 | 881775 | 881775 | 693726 |
Largest Losing Trade | -29092 | -24654 | -29092 | -361204 | -361204 | -331350 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 52 | 41 | 62 | 52 | 41 | 62 |
Avg Bars in Losers | 23 | 27 | 19 | 23 | 27 | 19 |
Bars Traded | 5388 | 2495 | 2893 | 5388 | 2495 | 2893 |
Profit Streak | 0 | 0 | 43.162 | 0 | 0 | 43.162 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 642871 | -45272 | -557517 | -290272 | -238761 | -650903 |
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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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