Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1594698.3291 | 1608485.7539 | -13787.4248 | -111113.4991 | -67545.1341 | -43568.3649 |
Total P&L (%) | 1594.6983 | 1608.4858 | -13.7874 | -111.1135 | -67.5451 | -43.5684 |
Avg Daily Profit (%) | 0.7657 | 0.7723 | -0.0066 | 0 | -0.054 | -0.0275 |
Buy And Hold Return (%) | 516.4631 | 516.4631 | 516.4631 | 516.4631 | 516.4631 | 516.4631 |
Max Trade Drawdown | -175836 | -52899 | -197997 | -117454 | -13302 | -42776 |
Profit Factor | 3.5984 | 6.7938 | 0.959 | 0.2581 | 0.2485 | 0.2724 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 15 | 14 | 38 | 19 | 19 |
Losing Trades | 41 | 20 | 21 | 32 | 16 | 16 |
Profitability (%) | 41.4286 | 42.8571 | 40 | 54.2857 | 54.2857 | 54.2857 |
Ratio Avg Win / Avg Loss | 5.0873 | 9.0585 | 1.4385 | 0.2173 | 0.2093 | 0.2294 |
Largest Winning Trade | 1221214 | 1221214 | 63350 | 4658 | 4658 | 4324 |
Largest Losing Trade | -100435 | -64974 | -100435 | -63774 | -63774 | -34527 |
Avg Bars in Trades | 348 | 319 | 376 | 348 | 319 | 376 |
Avg Bars in Winners | 613 | 561 | 670 | 161 | 143 | 179 |
Avg Bars in Losers | 160 | 138 | 180 | 570 | 529 | 610 |
Bars Traded | 24365 | 11198 | 13167 | 24365 | 11198 | 13167 |
Profit Streak | 0 | 0 | 148.5154 | 21.0154 | 149.5154 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85504 | 563789 | -582047 | -677892 | -578602 | -579954 |
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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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