Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2101296.336 | 1993819.3521 | 107476.984 | 7748828.9427 | 1900540.4779 | 5848288.4648 |
Total P&L (%) | 2101.2963 | 1993.8194 | 107.477 | 7748.8289 | 1900.5405 | 5848.2885 |
Avg Daily Profit (%) | 1.1218 | 1.0644 | 0.0574 | 0.2332 | 0.1601 | 0.2184 |
Buy And Hold Return (%) | 355.7461 | 355.7461 | 355.7461 | 355.7461 | 355.7461 | 355.7461 |
Max Trade Drawdown | -71331 | -77009 | -65276 | -8697723 | -8710854 | -8238333 |
Profit Factor | 5.5899 | 7.7456 | 1.6625 | 1.2133 | 1.0835 | 1.4309 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 37.1429 | 28.5714 | 45.7143 | 37.1429 | 28.5714 | 45.7143 |
Ratio Avg Win / Avg Loss | 9.4598 | 19.364 | 1.9742 | 2.0533 | 2.7088 | 1.6992 |
Largest Winning Trade | 1436524 | 1436524 | 64682 | 6956952 | 6956952 | 3627868 |
Largest Losing Trade | -30662 | -30662 | -25482 | -3695897 | -2700070 | -3695897 |
Avg Bars in Trades | 316 | 265 | 366 | 316 | 265 | 366 |
Avg Bars in Winners | 577 | 607 | 558 | 577 | 607 | 558 |
Avg Bars in Losers | 161 | 128 | 205 | 161 | 128 | 205 |
Bars Traded | 22125 | 9284 | 12841 | 22125 | 9284 | 12841 |
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 | -82833 | 248751 | -280608 | -94790 | -135015 | 306466 |
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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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