Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557861.7875 | 417002.9018 | 140858.8857 | 3387697.9783 | 1162431.8049 | 2225266.1734 |
Total P&L (%) | 557.8618 | 417.0029 | 140.8589 | 3387.698 | 1162.4318 | 2225.2662 |
Avg Daily Profit (%) | 0.4479 | 0.3348 | 0.1131 | 0.2856 | 0.2038 | 0.2529 |
Buy And Hold Return (%) | 15.6989 | 15.6989 | 15.6989 | 15.6989 | 15.6989 | 15.6989 |
Max Trade Drawdown | -72938 | -60308 | -55040 | -5391402 | -5049555 | -1465215 |
Profit Factor | 3.0845 | 3.9063 | 2.1347 | 1.3852 | 1.1913 | 1.8183 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 66.1972 | 68.5714 | 63.8889 | 66.1972 | 68.5714 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.5751 | 1.7904 | 1.2066 | 0.7073 | 0.546 | 1.0277 |
Largest Winning Trade | 157422 | 157422 | 29966 | 1638325 | 1638325 | 1445224 |
Largest Losing Trade | -60308 | -60308 | -31892 | -5049555 | -5049555 | -890589 |
Avg Bars in Trades | 100 | 138 | 64 | 100 | 138 | 64 |
Avg Bars in Winners | 96 | 119 | 72 | 96 | 119 | 72 |
Avg Bars in Losers | 109 | 181 | 49 | 109 | 181 | 49 |
Bars Traded | 7170 | 4859 | 2311 | 7170 | 4859 | 2311 |
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 | -72850 | 653900 | -37266 | -81193 | -1289 | 454571 |
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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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