Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1216243.794 | 1114639.4293 | 101604.3647 | 8053614.7655 | 7206672.2322 | 846942.5333 |
Total P&L (%) | 1216.2438 | 1114.6394 | 101.6044 | 8053.6148 | 7206.6722 | 846.9425 |
Avg Daily Profit (%) | 0.6681 | 0.6123 | 0.0558 | 0.242 | 0.236 | 0.1236 |
Buy And Hold Return (%) | 600.3208 | 600.3208 | 600.3208 | 600.3208 | 600.3208 | 600.3208 |
Max Trade Drawdown | -72351 | -65480 | -72482 | -1968164 | -1258089 | -1396348 |
Profit Factor | 3.7619 | 6.9044 | 1.4039 | 1.9973 | 3.172 | 1.178 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 47.1429 | 48.5714 | 45.7143 | 47.1429 | 48.5714 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.2179 | 7.3105 | 1.6671 | 2.2394 | 3.3586 | 1.3989 |
Largest Winning Trade | 513695 | 513695 | 73225 | 3368895 | 3368895 | 2383121 |
Largest Losing Trade | -53972 | -37631 | -53972 | -916628 | -606879 | -916628 |
Avg Bars in Trades | 100 | 96 | 104 | 100 | 96 | 104 |
Avg Bars in Winners | 133 | 123 | 143 | 133 | 123 | 143 |
Avg Bars in Losers | 71 | 71 | 70 | 71 | 71 | 70 |
Bars Traded | 7023 | 3380 | 3643 | 7023 | 3380 | 3643 |
Profit Streak | 0 | 234.4012 | 0 | 0 | 234.4012 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87678 | 469279 | -284016 | -87696 | 547101 | -91998 |
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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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