Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887530.8311 | 769566.9432 | 117963.8879 | 4264608.8808 | 1338126.7475 | 2926482.1333 |
Total P&L (%) | 887.5308 | 769.5669 | 117.9639 | 4264.6089 | 1338.1267 | 2926.4821 |
Avg Daily Profit (%) | 0.4732 | 0.4103 | 0.0629 | 0.2015 | 0.1422 | 0.182 |
Buy And Hold Return (%) | 300.2697 | 300.2697 | 300.2697 | 300.2697 | 300.2697 | 300.2697 |
Max Trade Drawdown | -114215 | -62923 | -84907 | -4074967 | -2807806 | -1887092 |
Profit Factor | 2.9573 | 4.5289 | 1.5012 | 1.4723 | 1.2584 | 1.7597 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 47.8261 | 42.8571 | 52.9412 | 47.8261 | 42.8571 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.2262 | 6.0386 | 1.3344 | 1.6061 | 1.6779 | 1.5642 |
Largest Winning Trade | 330209 | 330209 | 59385 | 1304499 | 1304499 | 917997 |
Largest Losing Trade | -50625 | -23887 | -50625 | -957999 | -957999 | -734090 |
Avg Bars in Trades | 105 | 90 | 120 | 105 | 90 | 120 |
Avg Bars in Winners | 169 | 153 | 181 | 169 | 153 | 181 |
Avg Bars in Losers | 47 | 43 | 52 | 47 | 43 | 52 |
Bars Traded | 7277 | 3171 | 4106 | 7277 | 3171 | 4106 |
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 | -94252 | 395920 | -273044 | -96824 | -6391 | 417033 |
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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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