Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191425.8669 | 1017887.6923 | 173538.1746 | 1447612.4827 | -1410332.6996 | 2857945.1823 |
Total P&L (%) | 1191.4259 | 1017.8877 | 173.5382 | 1447.6125 | -1410.3327 | 2857.9452 |
Avg Daily Profit (%) | 0.6617 | 0.5653 | 0.0964 | 0.1523 | 0 | 0.1883 |
Buy And Hold Return (%) | 45.2802 | 45.2802 | 45.2802 | 45.2802 | 45.2802 | 45.2802 |
Max Trade Drawdown | -80900 | -101652 | -36906 | -2034880 | -2672438 | -556034 |
Profit Factor | 4.5054 | 5.5938 | 2.4669 | 1.246 | 0.6767 | 2.8772 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 20 | 6 | 14 | 20 | 6 | 14 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 27.3973 | 16.6667 | 37.8378 | 27.3973 | 16.6667 | 37.8378 |
Ratio Avg Win / Avg Loss | 11.9394 | 27.9692 | 4.0527 | 3.3018 | 3.3837 | 4.7268 |
Largest Winning Trade | 1039355 | 1039355 | 57519 | 981977 | 775891 | 981977 |
Largest Losing Trade | -51579 | -51579 | -21488 | -1625341 | -1625341 | -189209 |
Avg Bars in Trades | 43 | 52 | 35 | 43 | 52 | 35 |
Avg Bars in Winners | 88 | 105 | 80 | 88 | 105 | 80 |
Avg Bars in Losers | 27 | 42 | 7 | 27 | 42 | 7 |
Bars Traded | 3209 | 1897 | 1312 | 3209 | 1897 | 1312 |
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 | -76110 | -47154 | -66689 | -87032 | -644545 | 313434 |
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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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