Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1261611.0711 | 1232837.7492 | 28773.3219 | 2028698.502 | 3656510.9963 | -1627812.4943 |
Total P&L (%) | 1261.6111 | 1232.8377 | 28.7733 | 2028.6985 | 3656.511 | -1627.8125 |
Avg Daily Profit (%) | 0.6963 | 0.6804 | 0.0159 | 0.1689 | 0.2003 | 0 |
Buy And Hold Return (%) | 496.9607 | 496.9607 | 496.9607 | 496.9607 | 496.9607 | 496.9607 |
Max Trade Drawdown | -106731 | -70794 | -61757 | -6050690 | -4104507 | -3036687 |
Profit Factor | 3.4077 | 5.9984 | 1.1037 | 1.1349 | 1.524 | 0.798 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 40.8451 | 40 | 41.6667 | 40.8451 | 40 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.9354 | 8.9976 | 1.5452 | 1.6437 | 2.2861 | 1.1173 |
Largest Winning Trade | 665001 | 665001 | 76157 | 4907538 | 4907538 | 1500122 |
Largest Losing Trade | -32771 | -25883 | -32771 | -1400946 | -1400946 | -1159887 |
Avg Bars in Trades | 149 | 140 | 158 | 149 | 140 | 158 |
Avg Bars in Winners | 250 | 224 | 275 | 250 | 224 | 275 |
Avg Bars in Losers | 80 | 85 | 74 | 80 | 85 | 74 |
Bars Traded | 10632 | 4928 | 5704 | 10632 | 4928 | 5704 |
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 | -79562 | 471176 | -445947 | -160234 | 241415 | -582354 |
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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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