Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1304040.9187 | 1223633.4648 | 80407.4538 | 5880596.3697 | 4701703.127 | 1178893.2427 |
Total P&L (%) | 1304.0409 | 1223.6335 | 80.4075 | 5880.5964 | 4701.7031 | 1178.8932 |
Avg Daily Profit (%) | 0.7177 | 0.6734 | 0.0443 | 0.2254 | 0.2133 | 0.1404 |
Buy And Hold Return (%) | 597.383 | 597.383 | 597.383 | 597.383 | 597.383 | 597.383 |
Max Trade Drawdown | -60653 | -49264 | -92322 | -4372256 | -2865143 | -2362657 |
Profit Factor | 3.8652 | 6.877 | 1.3256 | 1.3846 | 1.6613 | 1.1441 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 43.4783 | 41.1765 | 45.7143 | 43.4783 | 41.1765 | 45.7143 |
Ratio Avg Win / Avg Loss | 5.0248 | 9.8242 | 1.5742 | 1.8 | 2.3734 | 1.3586 |
Largest Winning Trade | 733593 | 733593 | 78935 | 4131141 | 4131141 | 2371927 |
Largest Losing Trade | -50335 | -25639 | -50335 | -1906733 | -1906733 | -1780058 |
Avg Bars in Trades | 101 | 91 | 111 | 101 | 91 | 111 |
Avg Bars in Winners | 159 | 138 | 178 | 159 | 138 | 178 |
Avg Bars in Losers | 56 | 58 | 55 | 56 | 58 | 55 |
Bars Traded | 7004 | 3105 | 3899 | 7004 | 3105 | 3899 |
Profit Streak | 0 | 108.6002 | 0 | 0 | 108.6002 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95057 | 401729 | -299904 | -98847 | 302813 | -76007 |
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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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