Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1697953.3092 | 1651724.0644 | 46229.2449 | 954866.8374 | 1174112.1457 | -219245.3084 |
Total P&L (%) | 1697.9533 | 1651.7241 | 46.2292 | 954.8668 | 1174.1121 | -219.2453 |
Avg Daily Profit (%) | 0.9196 | 0.8945 | 0.025 | 0.1277 | 0.1379 | 0 |
Buy And Hold Return (%) | 141.005 | 141.005 | 141.005 | 141.005 | 141.005 | 141.005 |
Max Trade Drawdown | -150424 | -83158 | -101523 | -1841081 | -1002353 | -1258115 |
Profit Factor | 4.3507 | 8.7958 | 1.1568 | 1.1726 | 1.5333 | 0.9342 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 46.5753 | 45.9459 | 47.2222 | 46.5753 | 45.9459 | 47.2222 |
Ratio Avg Win / Avg Loss | 4.9905 | 10.348 | 1.2929 | 1.3451 | 1.8038 | 1.0441 |
Largest Winning Trade | 1506988 | 1506988 | 75853 | 1506988 | 1506988 | 892290 |
Largest Losing Trade | -62362 | -31199 | -62362 | -1234627 | -427849 | -1234627 |
Avg Bars in Trades | 97 | 89 | 105 | 97 | 89 | 105 |
Avg Bars in Winners | 154 | 131 | 177 | 154 | 131 | 177 |
Avg Bars in Losers | 47 | 53 | 41 | 47 | 53 | 41 |
Bars Traded | 7107 | 3302 | 3805 | 7107 | 3302 | 3805 |
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 | -57020 | 727386 | -374359 | -130553 | -7454 | -580193 |
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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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