Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1632492.7657 | 1554619.7614 | 77873.0043 | 2855817.2327 | -2657134.5095 | 5512951.7422 |
Total P&L (%) | 1632.4928 | 1554.6198 | 77.873 | 2855.8172 | -2657.1345 | 5512.9517 |
Avg Daily Profit (%) | 0.9078 | 0.8645 | 0.0433 | 0.1885 | 0 | 0.2242 |
Buy And Hold Return (%) | 271.6288 | 271.6288 | 271.6288 | 271.6288 | 271.6288 | 271.6288 |
Max Trade Drawdown | -100528 | -89863 | -103444 | -7439676 | -7527134 | -2755307 |
Profit Factor | 3.878 | 6.418 | 1.2778 | 1.131 | 0.802 | 1.6582 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 35.7143 | 28.5714 | 42.8571 | 35.7143 | 28.5714 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.9804 | 16.0451 | 1.7038 | 2.0359 | 2.0049 | 2.2109 |
Largest Winning Trade | 1175050 | 1175050 | 69742 | 3432364 | 3432364 | 2909373 |
Largest Losing Trade | -45372 | -24248 | -45372 | -1912671 | -1345893 | -1912671 |
Avg Bars in Trades | 74 | 58 | 89 | 74 | 58 | 89 |
Avg Bars in Winners | 147 | 133 | 156 | 147 | 133 | 156 |
Avg Bars in Losers | 33 | 28 | 39 | 33 | 28 | 39 |
Bars Traded | 5192 | 2049 | 3143 | 5192 | 2049 | 3143 |
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 | -84761 | 245352 | -302574 | -171672 | -592083 | 309521 |
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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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