Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1755278.1277 | 1729876.3032 | 25401.8245 | 1074553.555 | 927066.584 | 147486.971 |
Total P&L (%) | 1755.2781 | 1729.8763 | 25.4018 | 1074.5536 | 927.0666 | 147.487 |
Avg Daily Profit (%) | 0.7729 | 0.7617 | 0.0112 | 0.1085 | 0.1026 | 0.0399 |
Buy And Hold Return (%) | 501.1359 | 501.1359 | 501.1359 | 501.1359 | 501.1359 | 501.1359 |
Max Trade Drawdown | -119230 | -73942 | -57684 | -2378229 | -1526100 | -1183540 |
Profit Factor | 4.7802 | 8.3939 | 1.1103 | 1.1797 | 1.3287 | 1.0467 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 45.8333 | 52.7778 | 38.8889 | 45.8333 | 52.7778 | 38.8889 |
Ratio Avg Win / Avg Loss | 5.6493 | 7.5103 | 1.7447 | 1.3941 | 1.1888 | 1.6448 |
Largest Winning Trade | 1472473 | 1472473 | 43420 | 1574719 | 1574719 | 730187 |
Largest Losing Trade | -45605 | -45605 | -45163 | -869838 | -869838 | -858859 |
Avg Bars in Trades | 90 | 111 | 69 | 90 | 111 | 69 |
Avg Bars in Winners | 92 | 101 | 81 | 92 | 101 | 81 |
Avg Bars in Losers | 88 | 123 | 61 | 88 | 123 | 61 |
Bars Traded | 6516 | 4027 | 2489 | 6516 | 4027 | 2489 |
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 | -67494 | 684563 | -446122 | -161905 | -62836 | -477777 |
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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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