Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119169.4399 | 1067707.445 | 51461.9949 | 714310.6057 | 652642.7108 | 61667.8949 |
Total P&L (%) | 1119.1694 | 1067.7074 | 51.462 | 714.3106 | 652.6427 | 61.6679 |
Avg Daily Profit (%) | 0.6032 | 0.5754 | 0.0277 | 0.1131 | 0.1088 | 0.0259 |
Buy And Hold Return (%) | 93.8861 | 93.8861 | 93.8861 | 93.8861 | 93.8861 | 93.8861 |
Max Trade Drawdown | -112423 | -100387 | -86674 | -706823 | -651829 | -602787 |
Profit Factor | 3.3081 | 6.0908 | 1.187 | 1.2251 | 1.4691 | 1.0346 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 38.0282 | 33.3333 | 42.8571 | 38.0282 | 33.3333 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.3909 | 12.1815 | 1.5827 | 1.9965 | 2.9382 | 1.3795 |
Largest Winning Trade | 947480 | 947480 | 66887 | 856638 | 856638 | 404426 |
Largest Losing Trade | -46533 | -28440 | -46533 | -440694 | -190777 | -440694 |
Avg Bars in Trades | 148 | 133 | 163 | 148 | 133 | 163 |
Avg Bars in Winners | 265 | 264 | 265 | 265 | 264 | 265 |
Avg Bars in Losers | 76 | 68 | 87 | 76 | 68 | 87 |
Bars Traded | 10544 | 4813 | 5731 | 10544 | 4813 | 5731 |
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 | -78125 | 478484 | -338081 | -136800 | -51557 | -509307 |
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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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