Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1675351.3474 | 1542803.6318 | 132547.7157 | 9468134.3775 | -2331201.2429 | 11799335.6204 |
Total P&L (%) | 1675.3513 | 1542.8036 | 132.5477 | 9468.1344 | -2331.2012 | 11799.3356 |
Avg Daily Profit (%) | 0.9314 | 0.8577 | 0.0737 | 0.2539 | 0 | 0.266 |
Buy And Hold Return (%) | 252.459 | 252.459 | 252.459 | 252.459 | 252.459 | 252.459 |
Max Trade Drawdown | -80835 | -82504 | -49096 | -13743218 | -13830325 | -7212090 |
Profit Factor | 5.664 | 9.5126 | 1.7448 | 1.2203 | 0.9076 | 1.6644 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 50 | 51.4286 | 48.5714 | 50 | 51.4286 | 48.5714 |
Ratio Avg Win / Avg Loss | 5.664 | 8.9841 | 1.8474 | 1.2203 | 0.8572 | 1.7623 |
Largest Winning Trade | 838090 | 838090 | 69111 | 6706460 | 6706460 | 4695777 |
Largest Losing Trade | -41327 | -20267 | -41327 | -3686166 | -3686166 | -3174720 |
Avg Bars in Trades | 97 | 68 | 127 | 97 | 68 | 127 |
Avg Bars in Winners | 161 | 113 | 213 | 161 | 113 | 213 |
Avg Bars in Losers | 34 | 21 | 46 | 34 | 21 | 46 |
Bars Traded | 6851 | 2395 | 4456 | 6851 | 2395 | 4456 |
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 | -77458 | 767781 | -257589 | -90682 | -580602 | 402822 |
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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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