Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940603.8604 | 817836.3582 | 122767.5022 | 5222884.7084 | 1127060.3501 | 4095824.3583 |
Total P&L (%) | 940.6039 | 817.8364 | 122.7675 | 5222.8847 | 1127.0604 | 4095.8244 |
Avg Daily Profit (%) | 0.5089 | 0.4425 | 0.0664 | 0.2153 | 0.1357 | 0.2024 |
Buy And Hold Return (%) | 89.9848 | 89.9848 | 89.9848 | 89.9848 | 89.9848 | 89.9848 |
Max Trade Drawdown | -79657 | -53681 | -60384 | -6029768 | -4324082 | -3390336 |
Profit Factor | 2.7158 | 4.3582 | 1.403 | 1.3918 | 1.1367 | 1.8057 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 49.2754 | 51.4286 | 47.0588 | 49.2754 | 51.4286 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.7957 | 4.116 | 1.5783 | 1.4328 | 1.0735 | 2.0315 |
Largest Winning Trade | 401721 | 401721 | 73436 | 2875521 | 2511149 | 2875521 |
Largest Losing Trade | -44337 | -28676 | -44337 | -2148997 | -2148997 | -1321766 |
Avg Bars in Trades | 78 | 75 | 81 | 78 | 75 | 81 |
Avg Bars in Winners | 123 | 115 | 132 | 123 | 115 | 132 |
Avg Bars in Losers | 35 | 33 | 36 | 35 | 33 | 36 |
Bars Traded | 5432 | 2650 | 2782 | 5432 | 2650 | 2782 |
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 | -90699 | 633958 | -156017 | -97746 | -81408 | 371604 |
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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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