Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1749068.7491 | 1625204.7671 | 123863.9821 | 9501694.0715 | 2645429.985 | 6856264.0865 |
Total P&L (%) | 1749.0687 | 1625.2048 | 123.864 | 9501.6941 | 2645.43 | 6856.2641 |
Avg Daily Profit (%) | 0.9326 | 0.8665 | 0.066 | 0.2437 | 0.1768 | 0.2264 |
Buy And Hold Return (%) | 506.8781 | 506.8781 | 506.8781 | 506.8781 | 506.8781 | 506.8781 |
Max Trade Drawdown | -62670 | -67083 | -66911 | -6739571 | -6170682 | -4833063 |
Profit Factor | 4.9789 | 7.9479 | 1.6023 | 1.3182 | 1.1521 | 1.55 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 35.7143 | 25.7143 | 45.7143 | 35.7143 | 25.7143 | 45.7143 |
Ratio Avg Win / Avg Loss | 8.9621 | 22.9606 | 1.9027 | 2.3728 | 3.3284 | 1.8406 |
Largest Winning Trade | 975717 | 975717 | 51932 | 8819151 | 8819151 | 4734549 |
Largest Losing Trade | -34398 | -19781 | -34398 | -2352834 | -2352834 | -1829528 |
Avg Bars in Trades | 51 | 41 | 61 | 51 | 41 | 61 |
Avg Bars in Winners | 105 | 100 | 108 | 105 | 100 | 108 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 3605 | 1446 | 2159 | 3605 | 1446 | 2159 |
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 | -85983 | -7852 | -269170 | -94615 | -72104 | 335162 |
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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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