Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1310399.1454 | 1216498.6744 | 93900.4711 | 1491763.9612 | 981507.047 | 510256.9141 |
Total P&L (%) | 1310.3991 | 1216.4987 | 93.9005 | 1491.764 | 981.507 | 510.2569 |
Avg Daily Profit (%) | 0.7055 | 0.6549 | 0.0506 | 0.1491 | 0.1283 | 0.0974 |
Buy And Hold Return (%) | 75.2617 | 75.2617 | 75.2617 | 75.2617 | 75.2617 | 75.2617 |
Max Trade Drawdown | -122133 | -104384 | -49650 | -2354518 | -1479271 | -1173338 |
Profit Factor | 3.8753 | 7.2188 | 1.361 | 1.2545 | 1.3849 | 1.1541 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 47.8873 | 44.4444 | 51.4286 | 47.8873 | 44.4444 | 51.4286 |
Ratio Avg Win / Avg Loss | 4.2172 | 9.0234 | 1.2854 | 1.3652 | 1.7311 | 1.09 |
Largest Winning Trade | 1103289 | 1103289 | 61179 | 1177550 | 1177550 | 866276 |
Largest Losing Trade | -49650 | -26187 | -49650 | -1173338 | -487130 | -1173338 |
Avg Bars in Trades | 148 | 126 | 170 | 148 | 126 | 170 |
Avg Bars in Winners | 193 | 137 | 243 | 193 | 137 | 243 |
Avg Bars in Losers | 106 | 116 | 93 | 106 | 116 | 93 |
Bars Traded | 10517 | 4542 | 5975 | 10517 | 4542 | 5975 |
Profit Streak | 0 | 0 | 75.4145 | 0 | 0 | 75.4145 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72771 | 658496 | -212943 | -85885 | -21822 | -112875 |
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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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