Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1481097.237 | 1441125.0328 | 39972.2041 | 3429575.452 | 3499323.5016 | -69748.0496 |
Total P&L (%) | 1481.0972 | 1441.125 | 39.9722 | 3429.5755 | 3499.3235 | -69.7481 |
Avg Daily Profit (%) | 0.8151 | 0.7931 | 0.022 | 0.1963 | 0.1974 | -0.0658 |
Buy And Hold Return (%) | 651.038 | 651.038 | 651.038 | 651.038 | 651.038 | 651.038 |
Max Trade Drawdown | -127732 | -81816 | -83169 | -2659801 | -2020829 | -1331390 |
Profit Factor | 3.8248 | 6.6414 | 1.1487 | 1.3474 | 1.6935 | 0.9855 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 35.7143 | 34.2857 | 37.1429 | 35.7143 | 34.2857 | 37.1429 |
Ratio Avg Win / Avg Loss | 6.8847 | 12.7293 | 1.9439 | 2.4254 | 3.2458 | 1.6678 |
Largest Winning Trade | 765806 | 765806 | 78251 | 2995551 | 2995551 | 1588689 |
Largest Losing Trade | -30219 | -30219 | -27902 | -802698 | -802698 | -753842 |
Avg Bars in Trades | 73 | 78 | 67 | 73 | 78 | 67 |
Avg Bars in Winners | 128 | 133 | 124 | 128 | 133 | 124 |
Avg Bars in Losers | 42 | 50 | 34 | 42 | 50 | 34 |
Bars Traded | 5115 | 2748 | 2367 | 5115 | 2748 | 2367 |
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 | -89276 | 361790 | -390136 | -95996 | 144723 | -583009 |
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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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