Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571858.5678 | 1452680.4895 | 119178.0783 | 3640917.5733 | -1352559.8381 | 4993477.4114 |
Total P&L (%) | 1571.8586 | 1452.6805 | 119.1781 | 3640.9176 | -1352.5598 | 4993.4774 |
Avg Daily Profit (%) | 0.8762 | 0.8097 | 0.0664 | 0.2021 | 0 | 0.2193 |
Buy And Hold Return (%) | 422.7515 | 422.7515 | 422.7515 | 422.7515 | 422.7515 | 422.7515 |
Max Trade Drawdown | -106870 | -74038 | -111063 | -6223466 | -5327474 | -2299871 |
Profit Factor | 4.3264 | 7.8976 | 1.455 | 1.2325 | 0.8589 | 1.822 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 42.6471 | 38.2353 | 47.0588 | 42.6471 | 38.2353 | 47.0588 |
Ratio Avg Win / Avg Loss | 5.8183 | 12.7576 | 1.6369 | 1.6575 | 1.3874 | 2.0498 |
Largest Winning Trade | 1107491 | 1107491 | 61229 | 2016786 | 2016722 | 2016786 |
Largest Losing Trade | -82422 | -29610 | -82422 | -1148331 | -1148331 | -1125170 |
Avg Bars in Trades | 103 | 88 | 118 | 103 | 88 | 118 |
Avg Bars in Winners | 172 | 155 | 185 | 172 | 155 | 185 |
Avg Bars in Losers | 51 | 46 | 58 | 51 | 46 | 58 |
Bars Traded | 7013 | 2992 | 4021 | 7013 | 2992 | 4021 |
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 | -98576 | 517931 | -269028 | -107798 | -583703 | 377956 |
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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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