Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1942522.6659 | 1862316.6651 | 80206.0007 | 3094317.8224 | 1629635.2468 | 1464682.5756 |
Total P&L (%) | 1942.5227 | 1862.3167 | 80.206 | 3094.3178 | 1629.6352 | 1464.6826 |
Avg Daily Profit (%) | 0.8575 | 0.8221 | 0.0354 | 0.153 | 0.1259 | 0.1215 |
Buy And Hold Return (%) | 362.0506 | 362.0506 | 362.0506 | 362.0506 | 362.0506 | 362.0506 |
Max Trade Drawdown | -99695 | -98697 | -99757 | -2312369 | -1254574 | -1146068 |
Profit Factor | 4.3768 | 7.4034 | 1.282 | 1.406 | 1.3898 | 1.4257 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 43.4783 | 37.1429 | 50 | 43.4783 | 37.1429 | 50 |
Ratio Avg Win / Avg Loss | 5.6898 | 12.5289 | 1.282 | 1.8278 | 2.352 | 1.4257 |
Largest Winning Trade | 1476689 | 1476689 | 56062 | 1656596 | 1656596 | 1390468 |
Largest Losing Trade | -63187 | -30976 | -63187 | -1146068 | -756317 | -1146068 |
Avg Bars in Trades | 94 | 107 | 80 | 94 | 107 | 80 |
Avg Bars in Winners | 141 | 150 | 134 | 141 | 150 | 134 |
Avg Bars in Losers | 58 | 82 | 27 | 58 | 82 | 27 |
Bars Traded | 6511 | 3772 | 2739 | 6511 | 3772 | 2739 |
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 | -89349 | 556785 | -311419 | -99334 | -29550 | -31762 |
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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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