Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1318710.7357 | 1297351.187 | 21359.5487 | 1051858.8672 | 1499629.2743 | -447770.4071 |
Total P&L (%) | 1318.7107 | 1297.3512 | 21.3595 | 1051.8589 | 1499.6293 | -447.7704 |
Avg Daily Profit (%) | 0.7268 | 0.7151 | 0.0118 | 0.1348 | 0.1529 | 0 |
Buy And Hold Return (%) | 645.1759 | 645.1759 | 645.1759 | 645.1759 | 645.1759 | 645.1759 |
Max Trade Drawdown | -103300 | -97644 | -78974 | -1292702 | -995969 | -798232 |
Profit Factor | 3.4753 | 5.6513 | 1.0842 | 1.2421 | 1.671 | 0.7877 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 38.5714 | 34.2857 | 42.8571 | 38.5714 | 34.2857 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.5347 | 10.8316 | 1.4455 | 1.9782 | 3.2027 | 1.0503 |
Largest Winning Trade | 645696 | 645696 | 68935 | 1464259 | 1464259 | 435335 |
Largest Losing Trade | -44213 | -42803 | -44213 | -505402 | -505402 | -452034 |
Avg Bars in Trades | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Winners | 123 | 130 | 117 | 123 | 130 | 117 |
Avg Bars in Losers | 40 | 37 | 44 | 40 | 37 | 44 |
Bars Traded | 5087 | 2438 | 2649 | 5087 | 2438 | 2649 |
Profit Streak | 0 | 144.8387 | 0 | 0 | 144.8387 | 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 | -90630 | 300510 | -473635 | -124398 | 18924 | -581898 |
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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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