Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1630962.8583 | 1567053.7708 | 63909.0874 | 996528.5506 | 313057.3776 | 683471.1729 |
Total P&L (%) | 1630.9629 | 1567.0538 | 63.9091 | 996.5286 | 313.0574 | 683.4712 |
Avg Daily Profit (%) | 0.8783 | 0.8439 | 0.0344 | 0.129 | 0.0764 | 0.1109 |
Buy And Hold Return (%) | 70.3062 | 70.3062 | 70.3062 | 70.3062 | 70.3062 | 70.3062 |
Max Trade Drawdown | -115207 | -88004 | -64890 | -1406133 | -941728 | -660520 |
Profit Factor | 4.3473 | 7.3715 | 1.2648 | 1.2207 | 1.1332 | 1.3157 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 32.3944 | 30.5556 | 34.2857 | 32.3944 | 30.5556 | 34.2857 |
Ratio Avg Win / Avg Loss | 9.0726 | 16.7535 | 2.4243 | 2.5475 | 2.5754 | 2.5217 |
Largest Winning Trade | 1478764 | 1478764 | 69335 | 811927 | 811927 | 801752 |
Largest Losing Trade | -31499 | -20765 | -31499 | -343648 | -304057 | -343648 |
Avg Bars in Trades | 98 | 86 | 112 | 98 | 86 | 112 |
Avg Bars in Winners | 200 | 175 | 224 | 200 | 175 | 224 |
Avg Bars in Losers | 50 | 46 | 53 | 50 | 46 | 53 |
Bars Traded | 7025 | 3097 | 3929 | 7025 | 3097 | 3929 |
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 | -77574 | 510065 | -317838 | -117750 | -173252 | -49331 |
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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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