Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1460049.8367 | 1382638.6227 | 77411.214 | 3872163.6659 | 2305875.6484 | 1566288.0175 |
Total P&L (%) | 1460.0498 | 1382.6386 | 77.4112 | 3872.1637 | 2305.8756 | 1566.288 |
Avg Daily Profit (%) | 0.8049 | 0.7622 | 0.0427 | 0.2032 | 0.1755 | 0.1552 |
Buy And Hold Return (%) | 614.1108 | 614.1108 | 614.1108 | 614.1108 | 614.1108 | 614.1108 |
Max Trade Drawdown | -77707 | -83501 | -42394 | -6787966 | -5165500 | -2923277 |
Profit Factor | 4.2475 | 6.7623 | 1.3692 | 1.1964 | 1.1961 | 1.1969 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 50 | 48.5714 | 51.4286 | 50 | 48.5714 | 51.4286 |
Ratio Avg Win / Avg Loss | 4.2475 | 7.1601 | 1.2932 | 1.1964 | 1.2664 | 1.1304 |
Largest Winning Trade | 784153 | 784153 | 55615 | 4467244 | 4467244 | 2342272 |
Largest Losing Trade | -42394 | -30231 | -42394 | -2987820 | -2987820 | -2923277 |
Avg Bars in Trades | 96 | 101 | 90 | 96 | 101 | 90 |
Avg Bars in Winners | 132 | 143 | 121 | 132 | 143 | 121 |
Avg Bars in Losers | 60 | 62 | 58 | 60 | 62 | 58 |
Bars Traded | 6737 | 3560 | 3177 | 6737 | 3560 | 3177 |
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 | -82736 | 561362 | -301002 | -95646 | -21 | 14402 |
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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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