Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336189.3814 | 1207572.2467 | 128617.1348 | 3802354.2189 | 1227649.8851 | 2574704.3337 |
Total P&L (%) | 1336.1894 | 1207.5722 | 128.6171 | 3802.3542 | 1227.6499 | 2574.7043 |
Avg Daily Profit (%) | 0.7212 | 0.6517 | 0.0694 | 0.198 | 0.1397 | 0.1775 |
Buy And Hold Return (%) | 49.4857 | 49.4857 | 49.4857 | 49.4857 | 49.4857 | 49.4857 |
Max Trade Drawdown | -62762 | -47556 | -33784 | -2166110 | -1446291 | -1212025 |
Profit Factor | 4.7461 | 8.0765 | 1.6913 | 1.3856 | 1.2318 | 1.5639 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 46.4789 | 44.4444 | 48.5714 | 46.4789 | 44.4444 | 48.5714 |
Ratio Avg Win / Avg Loss | 5.4653 | 10.0956 | 1.7908 | 1.5955 | 1.5398 | 1.6559 |
Largest Winning Trade | 1018453 | 1018453 | 62429 | 1822606 | 1769090 | 1822606 |
Largest Losing Trade | -30514 | -21882 | -30514 | -989382 | -989382 | -976355 |
Avg Bars in Trades | 146 | 120 | 173 | 146 | 120 | 173 |
Avg Bars in Winners | 209 | 150 | 265 | 209 | 150 | 265 |
Avg Bars in Losers | 91 | 96 | 86 | 91 | 96 | 86 |
Bars Traded | 10394 | 4335 | 6059 | 10394 | 4335 | 6059 |
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 | -72546 | 657521 | -101078 | -82908 | -7551 | 363183 |
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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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