Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194907.4187 | 1137737.1882 | 57170.2305 | 555740.34 | 2445886.8361 | -1890146.4961 |
Total P&L (%) | 1194.9074 | 1137.7372 | 57.1702 | 555.7403 | 2445.8868 | -1890.1465 |
Avg Daily Profit (%) | 0.6438 | 0.613 | 0.0308 | 0.1014 | 0.1746 | 0 |
Buy And Hold Return (%) | 89.8871 | 89.8871 | 89.8871 | 89.8871 | 89.8871 | 89.8871 |
Max Trade Drawdown | -161936 | -96537 | -121541 | -4725188 | -1767714 | -3687301 |
Profit Factor | 2.5362 | 4.1746 | 1.1363 | 1.0389 | 1.4132 | 0.7745 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 46 | 42.6667 | 49.3333 | 46 | 42.6667 | 49.3333 |
Ratio Avg Win / Avg Loss | 2.9773 | 5.6096 | 1.167 | 1.2195 | 1.899 | 0.7955 |
Largest Winning Trade | 1003445 | 1003445 | 74062 | 2901250 | 2901250 | 690784 |
Largest Losing Trade | -50332 | -26316 | -50332 | -1262344 | -721418 | -1262344 |
Avg Bars in Trades | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Winners | 53 | 51 | 54 | 53 | 51 | 54 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 5268 | 2369 | 2899 | 5268 | 2369 | 2899 |
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 | 572274 | -41052 | -445331 | -236321 | -50102 | -637995 |
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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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