Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320594.0841 | 1265837.5535 | 54756.5306 | 3633544.4479 | 4613902.8713 | -980358.4234 |
Total P&L (%) | 1320.5941 | 1265.8376 | 54.7565 | 3633.5444 | 4613.9029 | -980.3584 |
Avg Daily Profit (%) | 0.7222 | 0.6923 | 0.0299 | 0.1982 | 0.2109 | 0 |
Buy And Hold Return (%) | 823.4355 | 823.4355 | 823.4355 | 823.4355 | 823.4355 | 823.4355 |
Max Trade Drawdown | -102996 | -55237 | -56776 | -9253202 | -4990991 | -4838821 |
Profit Factor | 3.5674 | 6.5891 | 1.1902 | 1.1857 | 1.5362 | 0.9106 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 45.0704 | 45.7143 | 44.4444 | 45.0704 | 45.7143 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.3477 | 7.8246 | 1.4877 | 1.445 | 1.8242 | 1.1383 |
Largest Winning Trade | 661662 | 661662 | 77569 | 6080146 | 6080146 | 2350721 |
Largest Losing Trade | -32438 | -25133 | -32438 | -2011306 | -1769608 | -2011306 |
Avg Bars in Trades | 149 | 140 | 158 | 149 | 140 | 158 |
Avg Bars in Winners | 239 | 213 | 264 | 239 | 213 | 264 |
Avg Bars in Losers | 76 | 79 | 72 | 76 | 79 | 72 |
Bars Traded | 10616 | 4923 | 5693 | 10616 | 4923 | 5693 |
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 | -83479 | 328443 | -332131 | -103333 | 293832 | -581273 |
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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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