Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1763576.8815 | 1637669.7041 | 125907.1774 | 11179244.6099 | -310087.3226 | 11489331.9325 |
Total P&L (%) | 1763.5769 | 1637.6697 | 125.9072 | 11179.2446 | -310.0873 | 11489.3319 |
Avg Daily Profit (%) | 0.7436 | 0.6905 | 0.0531 | 0.1994 | 0 | 0.2006 |
Buy And Hold Return (%) | 746.3153 | 746.3153 | 746.3153 | 746.3153 | 746.3153 | 746.3153 |
Max Trade Drawdown | -107945 | -122847 | -41981 | -12251068 | -13355574 | -4544007 |
Profit Factor | 5.4455 | 7.7232 | 1.8222 | 1.272 | 0.9894 | 1.961 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 37.6812 | 34.2857 | 41.1765 | 37.6812 | 34.2857 | 41.1765 |
Ratio Avg Win / Avg Loss | 9.006 | 14.8028 | 2.6032 | 2.1037 | 1.8963 | 2.8015 |
Largest Winning Trade | 1251779 | 1251779 | 59140 | 10151423 | 10151423 | 5924697 |
Largest Losing Trade | -27242 | -27242 | -19789 | -4801077 | -4801077 | -2181056 |
Avg Bars in Trades | 100 | 94 | 107 | 100 | 94 | 107 |
Avg Bars in Winners | 155 | 169 | 144 | 155 | 169 | 144 |
Avg Bars in Losers | 67 | 54 | 82 | 67 | 54 | 82 |
Bars Traded | 6954 | 3291 | 3663 | 6954 | 3291 | 3663 |
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 | -94731 | 325598 | -287791 | -102011 | -584121 | 299493 |
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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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