Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060642.2294 | 940173.7852 | 120468.4442 | 2905851.6894 | 756732.2679 | 2149119.4214 |
Total P&L (%) | 1060.6422 | 940.1738 | 120.4684 | 2905.8517 | 756.7323 | 2149.1194 |
Avg Daily Profit (%) | 0.5732 | 0.5081 | 0.0651 | 0.1841 | 0.1162 | 0.1684 |
Buy And Hold Return (%) | 67.0217 | 67.0217 | 67.0217 | 67.0217 | 67.0217 | 67.0217 |
Max Trade Drawdown | -54156 | -63124 | -26095 | -1308508 | -1256561 | -681426 |
Profit Factor | 4.6311 | 6.805 | 1.9257 | 1.5153 | 1.2167 | 2.0011 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 49.3151 | 40.5405 | 58.3333 | 49.3151 | 40.5405 | 58.3333 |
Ratio Avg Win / Avg Loss | 4.7597 | 9.9807 | 1.3755 | 1.5574 | 1.7845 | 1.4294 |
Largest Winning Trade | 802961 | 802961 | 73312 | 1276900 | 1276900 | 907736 |
Largest Losing Trade | -32930 | -18841 | -32930 | -630554 | -521928 | -630554 |
Avg Bars in Trades | 70 | 46 | 95 | 70 | 46 | 95 |
Avg Bars in Winners | 119 | 89 | 141 | 119 | 89 | 141 |
Avg Bars in Losers | 23 | 16 | 32 | 23 | 16 | 32 |
Bars Traded | 5171 | 1716 | 3455 | 5171 | 1716 | 3455 |
Profit Streak | 0 | 0 | 252.2905 | 0 | 0 | 252.2905 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57791 | 558945 | -109238 | -66131 | -40507 | 464845 |
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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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