Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1711452.9135 | 1699440.8591 | 12012.0544 | 981121.3125 | 1286099.8156 | -304978.5031 |
Total P&L (%) | 1711.4529 | 1699.4409 | 12.0121 | 981.1213 | 1286.0998 | -304.9785 |
Avg Daily Profit (%) | 0.7569 | 0.7516 | 0.0053 | 0.1053 | 0.1163 | 0 |
Buy And Hold Return (%) | 360.9665 | 360.9665 | 360.9665 | 360.9665 | 360.9665 | 360.9665 |
Max Trade Drawdown | -100242 | -58297 | -87664 | -3492298 | -1851053 | -2263399 |
Profit Factor | 4.0533 | 8.1736 | 1.0371 | 1.1065 | 1.341 | 0.9439 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 45.0704 | 47.2222 | 42.8571 | 45.0704 | 47.2222 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.94 | 9.1353 | 1.3828 | 1.3486 | 1.4987 | 1.2586 |
Largest Winning Trade | 1308973 | 1308973 | 64014 | 1674310 | 1674310 | 1193664 |
Largest Losing Trade | -52309 | -49291 | -52309 | -1438449 | -1066753 | -1438449 |
Avg Bars in Trades | 89 | 84 | 94 | 89 | 84 | 94 |
Avg Bars in Winners | 112 | 109 | 115 | 112 | 109 | 115 |
Avg Bars in Losers | 70 | 62 | 78 | 70 | 62 | 78 |
Bars Traded | 6350 | 3049 | 3301 | 6350 | 3049 | 3301 |
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 | -74859 | 669802 | -533984 | -251848 | -40619 | -581898 |
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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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