Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1797591.5993 | 1761658.9693 | 35932.63 | 936817.8519 | -56971.33 | 993789.1819 |
Total P&L (%) | 1797.5916 | 1761.659 | 35.9326 | 936.8179 | -56.9713 | 993.7892 |
Avg Daily Profit (%) | 0.8103 | 0.7941 | 0.0162 | 0.1055 | -0.038 | 0.1079 |
Buy And Hold Return (%) | 226.858 | 226.858 | 226.858 | 226.858 | 226.858 | 226.858 |
Max Trade Drawdown | -115547 | -92329 | -89650 | -2932772 | -2308804 | -1475101 |
Profit Factor | 4.212 | 6.9819 | 1.1355 | 1.1161 | 0.9882 | 1.3061 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 51.3889 | 55.5556 | 47.2222 | 51.3889 | 55.5556 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.9844 | 5.5855 | 1.2691 | 1.0558 | 0.7906 | 1.4597 |
Largest Winning Trade | 1630664 | 1630664 | 56424 | 1385013 | 1385013 | 690586 |
Largest Losing Trade | -49194 | -49194 | -45292 | -1235848 | -1235848 | -781836 |
Avg Bars in Trades | 56 | 66 | 47 | 56 | 66 | 47 |
Avg Bars in Winners | 71 | 78 | 64 | 71 | 78 | 64 |
Avg Bars in Losers | 40 | 52 | 31 | 40 | 52 | 31 |
Bars Traded | 4095 | 2395 | 1700 | 4095 | 2395 | 1700 |
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 | -63205 | 805020 | -409524 | -230296 | -580059 | -51382 |
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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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