Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1680446.986 | 1558238.3517 | 122208.6343 | 13785529.2064 | 8362390.5574 | 5423138.6491 |
Total P&L (%) | 1680.447 | 1558.2384 | 122.2086 | 13785.5292 | 8362.3906 | 5423.1386 |
Avg Daily Profit (%) | 0.9265 | 0.8592 | 0.0674 | 0.2724 | 0.245 | 0.2214 |
Buy And Hold Return (%) | 691.2195 | 691.2195 | 691.2195 | 691.2195 | 691.2195 | 691.2195 |
Max Trade Drawdown | -139740 | -66647 | -91389 | -4459238 | -3875887 | -2051022 |
Profit Factor | 4.6483 | 7.5514 | 1.5486 | 2.2014 | 2.1236 | 2.3452 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 49.2958 | 44.4444 | 54.2857 | 49.2958 | 44.4444 | 54.2857 |
Ratio Avg Win / Avg Loss | 4.7811 | 9.4392 | 1.3041 | 2.2643 | 2.6544 | 1.9749 |
Largest Winning Trade | 930488 | 930488 | 67055 | 4773798 | 4773798 | 3581120 |
Largest Losing Trade | -40166 | -32160 | -40166 | -2241262 | -2241262 | -871791 |
Avg Bars in Trades | 71 | 82 | 61 | 71 | 82 | 61 |
Avg Bars in Winners | 90 | 108 | 75 | 90 | 108 | 75 |
Avg Bars in Losers | 53 | 61 | 44 | 53 | 61 | 44 |
Bars Traded | 5101 | 2957 | 2144 | 5101 | 2957 | 2144 |
Profit Streak | 0 | 0 | 204.2304 | 0 | 0 | 204.2304 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74753 | 518027 | -265232 | -78706 | 370745 | 525363 |
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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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