Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1540588.752 | 1483259.7836 | 57328.9684 | 518461.747 | 510663.4479 | 7798.2991 |
Total P&L (%) | 1540.5888 | 1483.2598 | 57.329 | 518.4617 | 510.6634 | 7.7983 |
Avg Daily Profit (%) | 0.8295 | 0.7987 | 0.0309 | 0.0982 | 0.0975 | 0.004 |
Buy And Hold Return (%) | 37.1165 | 37.1165 | 37.1165 | 37.1165 | 37.1165 | 37.1165 |
Max Trade Drawdown | -131703 | -70774 | -97709 | -988613 | -616201 | -686641 |
Profit Factor | 4.0823 | 6.9909 | 1.2273 | 1.1568 | 1.3143 | 1.0046 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 36.1111 | 33.3333 | 38.8889 | 36.1111 | 33.3333 | 38.8889 |
Ratio Avg Win / Avg Loss | 7.2225 | 13.9819 | 1.9286 | 2.0467 | 2.6285 | 1.5787 |
Largest Winning Trade | 1476174 | 1476174 | 67143 | 1143349 | 1143349 | 295694 |
Largest Losing Trade | -42855 | -26567 | -42855 | -290243 | -276115 | -290243 |
Avg Bars in Trades | 149 | 136 | 162 | 149 | 136 | 162 |
Avg Bars in Winners | 264 | 236 | 288 | 264 | 236 | 288 |
Avg Bars in Losers | 84 | 86 | 82 | 84 | 86 | 82 |
Bars Traded | 10770 | 4908 | 5862 | 10770 | 4908 | 5862 |
Profit Streak | 45.004 | 62.004 | 0 | 45.004 | 62.004 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68309 | 567319 | -165145 | -197026 | -67066 | -571828 |
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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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