Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1268215.557 | 1166361.7085 | 101853.8485 | 4182521.4845 | 1989730.3969 | 2192791.0876 |
Total P&L (%) | 1268.2156 | 1166.3617 | 101.8538 | 4182.5215 | 1989.7304 | 2192.7911 |
Avg Daily Profit (%) | 0.6936 | 0.6379 | 0.0557 | 0.2057 | 0.1664 | 0.1715 |
Buy And Hold Return (%) | 719.1484 | 719.1484 | 719.1484 | 719.1484 | 719.1484 | 719.1484 |
Max Trade Drawdown | -94552 | -96726 | -29300 | -4844362 | -4667520 | -1307445 |
Profit Factor | 4.4267 | 5.3713 | 1.9862 | 1.2715 | 1.1661 | 1.6405 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 58.5714 | 54.2857 | 62.8571 | 58.5714 | 54.2857 | 62.8571 |
Ratio Avg Win / Avg Loss | 3.131 | 4.5232 | 1.1737 | 0.8994 | 0.982 | 0.9694 |
Largest Winning Trade | 646377 | 646377 | 56280 | 4388357 | 4388357 | 706646 |
Largest Losing Trade | -60351 | -60351 | -21330 | -2972252 | -2972252 | -1307445 |
Avg Bars in Trades | 49 | 84 | 14 | 49 | 84 | 14 |
Avg Bars in Winners | 55 | 105 | 12 | 55 | 105 | 12 |
Avg Bars in Losers | 40 | 58 | 17 | 40 | 58 | 17 |
Bars Traded | 3435 | 2942 | 493 | 3435 | 2942 | 493 |
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 | -86223 | 395411 | -279716 | -91848 | -34510 | 251630 |
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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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