Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011721.7779 | 884325.0417 | 127396.7362 | 6750583.2723 | 214636.7993 | 6535946.473 |
Total P&L (%) | 1011.7218 | 884.325 | 127.3967 | 6750.5833 | 214.6368 | 6535.9465 |
Avg Daily Profit (%) | 0.563 | 0.4921 | 0.0709 | 0.2355 | 0.0638 | 0.2337 |
Buy And Hold Return (%) | 167.8312 | 167.8312 | 167.8312 | 167.8312 | 167.8312 | 167.8312 |
Max Trade Drawdown | -58323 | -79525 | -79178 | -5124503 | -6863590 | -2790007 |
Profit Factor | 3.1082 | 4.9235 | 1.5005 | 1.2528 | 1.0134 | 1.6092 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 47.1429 | 42.8571 | 51.4286 | 47.1429 | 42.8571 | 51.4286 |
Ratio Avg Win / Avg Loss | 3.4849 | 6.5647 | 1.4172 | 1.4046 | 1.3512 | 1.5198 |
Largest Winning Trade | 382442 | 382442 | 67852 | 4609625 | 4609625 | 4266327 |
Largest Losing Trade | -58323 | -28704 | -58323 | -2582152 | -2111978 | -2582152 |
Avg Bars in Trades | 98 | 69 | 128 | 98 | 69 | 128 |
Avg Bars in Winners | 152 | 98 | 198 | 152 | 98 | 198 |
Avg Bars in Losers | 50 | 47 | 54 | 50 | 47 | 54 |
Bars Traded | 6912 | 2424 | 4488 | 6912 | 2424 | 4488 |
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 | -83457 | 515948 | -262573 | -91752 | -395283 | 415711 |
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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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