Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1269349.8969 | 1230120.3484 | 39229.5485 | 688150.3362 | 964620.9564 | -276470.6202 |
Total P&L (%) | 1269.3499 | 1230.1203 | 39.2295 | 688.1503 | 964.621 | -276.4706 |
Avg Daily Profit (%) | 0.7087 | 0.6868 | 0.0219 | 0.1153 | 0.1321 | 0 |
Buy And Hold Return (%) | 321.1414 | 321.1414 | 321.1414 | 321.1414 | 321.1414 | 321.1414 |
Max Trade Drawdown | -110397 | -84912 | -154787 | -1093663 | -930247 | -1085240 |
Profit Factor | 3.0777 | 5.8003 | 1.1106 | 1.1428 | 1.4473 | 0.8962 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 53.4247 | 51.3514 | 55.5556 | 53.4247 | 51.3514 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.6831 | 5.495 | 0.8885 | 0.9963 | 1.3712 | 0.717 |
Largest Winning Trade | 994028 | 994028 | 73107 | 1298304 | 1298304 | 314224 |
Largest Losing Trade | -69462 | -29700 | -69462 | -839624 | -408661 | -839624 |
Avg Bars in Trades | 71 | 58 | 85 | 71 | 58 | 85 |
Avg Bars in Winners | 92 | 81 | 102 | 92 | 81 | 102 |
Avg Bars in Losers | 48 | 34 | 64 | 48 | 34 | 64 |
Bars Traded | 5247 | 2174 | 3073 | 5247 | 2174 | 3073 |
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 | -59554 | 661978 | -429190 | -185237 | -18135 | -580059 |
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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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