Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765577.3819 | 597433.1621 | 168144.2197 | 6001636.0845 | 2344338.2098 | 3657297.8747 |
Total P&L (%) | 765.5774 | 597.4332 | 168.1442 | 6001.6361 | 2344.3382 | 3657.2979 |
Avg Daily Profit (%) | 0.5422 | 0.4231 | 0.1191 | 0.2916 | 0.2266 | 0.2571 |
Buy And Hold Return (%) | 27.0068 | 27.0068 | 27.0068 | 27.0068 | 27.0068 | 27.0068 |
Max Trade Drawdown | -105456 | -103351 | -96183 | -11800482 | -10526129 | -5901212 |
Profit Factor | 2.9069 | 3.6268 | 1.9661 | 1.182 | 1.1166 | 1.2844 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 54.2857 | 45.7143 | 62.8571 | 54.2857 | 45.7143 | 62.8571 |
Ratio Avg Win / Avg Loss | 2.4479 | 4.3068 | 1.1618 | 0.9954 | 1.326 | 0.7589 |
Largest Winning Trade | 191575 | 191575 | 61892 | 6166905 | 6166905 | 3700300 |
Largest Losing Trade | -38406 | -32555 | -38406 | -4196018 | -3972575 | -4196018 |
Avg Bars in Trades | 55 | 60 | 50 | 55 | 60 | 50 |
Avg Bars in Winners | 59 | 66 | 54 | 59 | 66 | 54 |
Avg Bars in Losers | 51 | 56 | 44 | 51 | 56 | 44 |
Bars Traded | 3896 | 2128 | 1768 | 3896 | 2128 | 1768 |
Profit Streak | 0 | 0 | 608.454 | 0 | 0 | 608.454 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81431 | 542026 | -29307 | -111064 | -85680 | 340670 |
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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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