Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1401683.3193 | 1347240.3812 | 54442.9382 | 3496503.2285 | 3674112.0851 | -177608.8565 |
Total P&L (%) | 1401.6833 | 1347.2404 | 54.4429 | 3496.5032 | 3674.1121 | -177.6089 |
Avg Daily Profit (%) | 0.7727 | 0.7427 | 0.03 | 0.1977 | 0.2004 | 0 |
Buy And Hold Return (%) | 535.8354 | 535.8354 | 535.8354 | 535.8354 | 535.8354 | 535.8354 |
Max Trade Drawdown | -88754 | -70678 | -50467 | -6589072 | -4327503 | -3254036 |
Profit Factor | 3.5412 | 6.169 | 1.1871 | 1.1893 | 1.4263 | 0.982 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 38.3562 | 36.1111 | 40.5405 | 38.3562 | 36.1111 | 40.5405 |
Ratio Avg Win / Avg Loss | 5.6912 | 10.9145 | 1.7411 | 1.9113 | 2.5235 | 1.4402 |
Largest Winning Trade | 732555 | 732555 | 76260 | 4386625 | 4386625 | 2415576 |
Largest Losing Trade | -31204 | -20937 | -31204 | -1558767 | -1558767 | -1245375 |
Avg Bars in Trades | 97 | 92 | 102 | 97 | 92 | 102 |
Avg Bars in Winners | 165 | 149 | 178 | 165 | 149 | 178 |
Avg Bars in Losers | 54 | 59 | 49 | 54 | 59 | 49 |
Bars Traded | 7093 | 3317 | 3776 | 7093 | 3317 | 3776 |
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 | -64600 | 441295 | -335826 | -84332 | 162316 | -582784 |
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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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