Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5979607.4381 | 6085165.1914 | -105557.7533 | 103953.7348 | 57253.4707 | 46700.264 |
Total P&L (%) | 5979.6074 | 6085.1652 | -105.5578 | 103.9537 | 57.2535 | 46.7003 |
Avg Daily Profit (%) | 3.0462 | 3.0999 | -0.0538 | 0.0363 | 0.0231 | 0.0195 |
Buy And Hold Return (%) | 1612.0939 | 1612.0939 | 1612.0939 | 1612.0939 | 1612.0939 | 1612.0939 |
Max Trade Drawdown | -327991 | -120667 | -215226 | -226016 | -185782 | -140029 |
Profit Factor | 9.9954 | 19.4147 | 0.6842 | 1.1241 | 1.1253 | 1.1227 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 35.7143 | 31.4286 | 40 | 35.7143 | 31.4286 | 40 |
Ratio Avg Win / Avg Loss | 17.9916 | 42.3594 | 1.0264 | 2.0234 | 2.4551 | 1.6841 |
Largest Winning Trade | 6147882 | 6147882 | 61490 | 146046 | 146046 | 105392 |
Largest Losing Trade | -60868 | -60868 | -39185 | -98963 | -98963 | -57809 |
Avg Bars in Trades | 163 | 161 | 166 | 163 | 161 | 166 |
Avg Bars in Winners | 292 | 318 | 272 | 292 | 318 | 272 |
Avg Bars in Losers | 92 | 89 | 96 | 92 | 89 | 96 |
Bars Traded | 11470 | 5637 | 5833 | 11470 | 5637 | 5833 |
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 | -83169 | 505307 | -583009 | -497383 | -416676 | -420863 |
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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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