Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1609621.933 | 1484102.1299 | 125519.8031 | -7718095.3805 | -1671424.499 | -6046670.8815 |
Total P&L (%) | 1609.6219 | 1484.1021 | 125.5198 | -7718.0954 | -1671.4245 | -6046.6709 |
Avg Daily Profit (%) | 0.8601 | 0.793 | 0.0671 | 0 | 0 | 0 |
Buy And Hold Return (%) | 608.0494 | 608.0494 | 608.0494 | 608.0494 | 608.0494 | 608.0494 |
Max Trade Drawdown | -157053 | -79416 | -118926 | -10027864 | -4253103 | -7197300 |
Profit Factor | 3.403 | 5.0435 | 1.4145 | 0.758 | 0.9077 | 0.5613 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 73 | 35 | 38 | 67 | 37 | 30 |
Losing Trades | 71 | 37 | 34 | 77 | 35 | 42 |
Profitability (%) | 50.6944 | 48.6111 | 52.7778 | 46.5278 | 51.3889 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.3098 | 5.3317 | 1.2656 | 0.8712 | 0.8587 | 0.7858 |
Largest Winning Trade | 716390 | 716390 | 52698 | 1758289 | 1572509 | 1758289 |
Largest Losing Trade | -112504 | -37460 | -112504 | -4253103 | -4253103 | -2897973 |
Avg Bars in Trades | 24 | 29 | 19 | 24 | 29 | 19 |
Avg Bars in Winners | 31 | 35 | 27 | 18 | 25 | 9 |
Avg Bars in Losers | 17 | 24 | 10 | 29 | 34 | 25 |
Bars Traded | 3534 | 2156 | 1378 | 3534 | 2156 | 1378 |
Profit Streak | 0 | 0 | 0 | 7.938 | 13.938 | 7.938 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 613800 | -62737 | -346917 | -580336 | -658702 | -662523 |
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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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