Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7028536.54 | 7106984.1338 | -78447.5938 | 529180.1859 | 300629.9903 | 228550.1957 |
Total P&L (%) | 7028.5365 | 7106.9841 | -78.4476 | 529.1802 | 300.63 | 228.5502 |
Avg Daily Profit (%) | 3.5787 | 3.6186 | -0.0399 | 0.0937 | 0.0707 | 0.0606 |
Buy And Hold Return (%) | 1653.2348 | 1653.2348 | 1653.2348 | 1653.2348 | 1653.2348 | 1653.2348 |
Max Trade Drawdown | -217127 | -69749 | -178517 | -342056 | -199842 | -226464 |
Profit Factor | 12.743 | 24.8135 | 0.7386 | 1.4401 | 1.4463 | 1.4321 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Losing Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Profitability (%) | 34.7222 | 44.4444 | 25 | 34.7222 | 44.4444 | 25 |
Ratio Avg Win / Avg Loss | 23.9568 | 31.0169 | 2.2158 | 2.7073 | 1.8079 | 4.2963 |
Largest Winning Trade | 7126325 | 7126325 | 57278 | 332322 | 332322 | 164179 |
Largest Losing Trade | -58632 | -58632 | -30254 | -118375 | -118375 | -78641 |
Avg Bars in Trades | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Winners | 140 | 131 | 157 | 140 | 131 | 157 |
Avg Bars in Losers | 45 | 35 | 52 | 45 | 35 | 52 |
Bars Traded | 5646 | 2809 | 2837 | 5646 | 2809 | 2837 |
Profit Streak | 0 | 0 | 597.8041 | 0 | 0 | 597.8041 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67611 | 720783 | -606483 | -320912 | -264404 | -304285 |
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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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