Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070488.2045 | 1022715.7601 | 47772.4444 | 2167117.8246 | 2581663.0116 | -414545.187 |
Total P&L (%) | 1070.4882 | 1022.7158 | 47.7724 | 2167.1178 | 2581.663 | -414.5452 |
Avg Daily Profit (%) | 0.5909 | 0.5645 | 0.0264 | 0.1724 | 0.1817 | 0 |
Buy And Hold Return (%) | 666.757 | 666.757 | 666.757 | 666.757 | 666.757 | 666.757 |
Max Trade Drawdown | -99710 | -98693 | -81086 | -1699600 | -1145781 | -1394635 |
Profit Factor | 3.2054 | 6.1182 | 1.1673 | 1.3686 | 2.0293 | 0.8771 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 46.5753 | 50 | 43.2432 | 46.5753 | 50 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.6768 | 6.1182 | 1.5321 | 1.5698 | 2.0293 | 1.1511 |
Largest Winning Trade | 465122 | 465122 | 70323 | 1727877 | 1727877 | 809762 |
Largest Losing Trade | -57278 | -23890 | -57278 | -1228568 | -437937 | -1228568 |
Avg Bars in Trades | 96 | 99 | 93 | 96 | 99 | 93 |
Avg Bars in Winners | 112 | 116 | 107 | 112 | 116 | 107 |
Avg Bars in Losers | 82 | 82 | 83 | 82 | 82 | 83 |
Bars Traded | 7042 | 3576 | 3466 | 7042 | 3576 | 3466 |
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 | -69623 | 348580 | -361452 | -71082 | 338397 | -581733 |
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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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