Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787770.8514 | 715950.0741 | 71820.7774 | 1727176.4798 | 3195062.1703 | -1467885.6905 |
Total P&L (%) | 787.7709 | 715.9501 | 71.8208 | 1727.1765 | 3195.0622 | -1467.8857 |
Avg Daily Profit (%) | 0.4344 | 0.3948 | 0.0396 | 0.1603 | 0.1929 | 0 |
Buy And Hold Return (%) | 140.1409 | 140.1409 | 140.1409 | 140.1409 | 140.1409 | 140.1409 |
Max Trade Drawdown | -122239 | -67160 | -87588 | -3722702 | -2283838 | -2082724 |
Profit Factor | 2.9734 | 5.5298 | 1.2978 | 1.241 | 2.1524 | 0.666 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 50.7042 | 48.5714 | 52.7778 | 50.7042 | 48.5714 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.8908 | 5.8551 | 1.1612 | 1.2065 | 2.279 | 0.5959 |
Largest Winning Trade | 309807 | 309807 | 67222 | 1957094 | 1957094 | 813588 |
Largest Losing Trade | -55274 | -40572 | -55274 | -1169903 | -801539 | -1169903 |
Avg Bars in Trades | 146 | 126 | 165 | 146 | 126 | 165 |
Avg Bars in Winners | 209 | 188 | 227 | 209 | 188 | 227 |
Avg Bars in Losers | 81 | 67 | 95 | 81 | 67 | 95 |
Bars Traded | 10366 | 4411 | 5955 | 10366 | 4411 | 5955 |
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 | -76385 | 578162 | -305351 | -83764 | 414223 | -580420 |
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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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