Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721789.0041 | 1659274.5607 | 62514.4434 | 535481.668 | 307221.1561 | 228260.5119 |
Total P&L (%) | 1721.789 | 1659.2746 | 62.5144 | 535.4817 | 307.2212 | 228.2605 |
Avg Daily Profit (%) | 0.9254 | 0.8918 | 0.0336 | 0.0994 | 0.0755 | 0.0639 |
Buy And Hold Return (%) | 32.729 | 32.729 | 32.729 | 32.729 | 32.729 | 32.729 |
Max Trade Drawdown | -142722 | -110219 | -73043 | -2389546 | -2078260 | -1105125 |
Profit Factor | 4.5759 | 7.5615 | 1.2734 | 1.0832 | 1.0888 | 1.0767 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 41.4286 | 31.4286 | 51.4286 | 41.4286 | 31.4286 | 51.4286 |
Ratio Avg Win / Avg Loss | 6.4694 | 16.4978 | 1.2027 | 1.5315 | 2.3756 | 1.0169 |
Largest Winning Trade | 1647345 | 1647345 | 67842 | 1787251 | 1787251 | 1135839 |
Largest Losing Trade | -39867 | -26520 | -39867 | -696588 | -696588 | -673024 |
Avg Bars in Trades | 102 | 98 | 107 | 102 | 98 | 107 |
Avg Bars in Winners | 159 | 178 | 148 | 159 | 178 | 148 |
Avg Bars in Losers | 62 | 61 | 63 | 62 | 61 | 63 |
Bars Traded | 7178 | 3433 | 3745 | 7178 | 3433 | 3745 |
Profit Streak | 0 | 0 | 329.5672 | 0 | 0 | 329.5672 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81352 | 523514 | -154010 | -289780 | -221083 | -242192 |
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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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