Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1814176.2948 | 1704758.6795 | 109417.6153 | 3109787.6398 | 1037629.565 | 2072158.0747 |
Total P&L (%) | 1814.1763 | 1704.7587 | 109.4176 | 3109.7876 | 1037.6296 | 2072.1581 |
Avg Daily Profit (%) | 0.8181 | 0.7687 | 0.0493 | 0.1565 | 0.1097 | 0.1389 |
Buy And Hold Return (%) | 243.2462 | 243.2462 | 243.2462 | 243.2462 | 243.2462 | 243.2462 |
Max Trade Drawdown | -164411 | -110115 | -68333 | -18950269 | -10872304 | -11380829 |
Profit Factor | 4.6115 | 7.2593 | 1.4758 | 1.0586 | 1.0335 | 1.0935 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 58.5714 | 54.2857 | 62.8571 | 58.5714 | 54.2857 | 62.8571 |
Ratio Avg Win / Avg Loss | 3.2618 | 6.1131 | 0.872 | 0.7487 | 0.8703 | 0.6462 |
Largest Winning Trade | 1516001 | 1516001 | 49016 | 7592875 | 7592875 | 3651132 |
Largest Losing Trade | -54658 | -48323 | -54658 | -7196267 | -7196267 | -6949837 |
Avg Bars in Trades | 91 | 116 | 67 | 91 | 116 | 67 |
Avg Bars in Winners | 109 | 148 | 76 | 109 | 148 | 76 |
Avg Bars in Losers | 66 | 77 | 51 | 66 | 77 | 51 |
Bars Traded | 6416 | 4067 | 2349 | 6416 | 4067 | 2349 |
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 | -76697 | 791018 | -291650 | -247506 | -232878 | -124835 |
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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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