Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060612.8129 | 856873.1373 | 203739.6756 | 19569701.5599 | 12479076.4345 | 7090625.1254 |
Total P&L (%) | 1060.6128 | 856.8731 | 203.7397 | 19569.7016 | 12479.0764 | 7090.6251 |
Avg Daily Profit (%) | 0.4237 | 0.3423 | 0.0814 | 0.2112 | 0.1933 | 0.171 |
Buy And Hold Return (%) | 350.5237 | 350.5237 | 350.5237 | 350.5237 | 350.5237 | 350.5237 |
Max Trade Drawdown | -82319 | -48201 | -107378 | -2371567 | -2371567 | -470571 |
Profit Factor | 3.524 | 5.9857 | 1.8204 | 5.0764 | 4.74 | 5.843 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 69.863 | 69.4444 | 70.2703 | 69.863 | 69.4444 | 70.2703 |
Ratio Avg Win / Avg Loss | 1.5201 | 2.6337 | 0.7702 | 2.1898 | 2.0856 | 2.472 |
Largest Winning Trade | 508792 | 508792 | 39838 | 7441717 | 7441717 | 3170759 |
Largest Losing Trade | -42328 | -34642 | -42328 | -2371567 | -2371567 | -470571 |
Avg Bars in Trades | 97 | 116 | 79 | 97 | 116 | 79 |
Avg Bars in Winners | 88 | 80 | 96 | 88 | 80 | 96 |
Avg Bars in Losers | 118 | 198 | 38 | 118 | 198 | 38 |
Bars Traded | 7117 | 4182 | 2935 | 7117 | 4182 | 2935 |
Profit Streak | 144 | 144 | 569 | 144 | 144 | 569 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58499 | 609746 | -245343 | -56088 | 672321 | 728531 |
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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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