Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1452961.9104 | 1457863.2051 | -4901.2947 | 336412.4842 | 513289.2602 | -176876.776 |
Total P&L (%) | 1452.9619 | 1457.8632 | -4.9013 | 336.4125 | 513.2893 | -176.8768 |
Avg Daily Profit (%) | 0.6268 | 0.6289 | -0.0021 | 0.0636 | 0.0783 | 0 |
Buy And Hold Return (%) | 103.2258 | 103.2258 | 103.2258 | 103.2258 | 103.2258 | 103.2258 |
Max Trade Drawdown | -121576 | -60479 | -83875 | -1468045 | -754453 | -746932 |
Profit Factor | 3.7324 | 6.8268 | 0.9826 | 1.0952 | 1.3244 | 0.9094 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 43.662 | 41.6667 | 45.7143 | 43.662 | 41.6667 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.8161 | 9.5576 | 1.1668 | 1.4131 | 1.8541 | 1.0799 |
Largest Winning Trade | 1390089 | 1390089 | 90362 | 453241 | 453241 | 419245 |
Largest Losing Trade | -49799 | -32169 | -49799 | -442546 | -326429 | -442546 |
Avg Bars in Trades | 59 | 48 | 71 | 59 | 48 | 71 |
Avg Bars in Winners | 104 | 85 | 123 | 104 | 85 | 123 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 4230 | 1732 | 2498 | 4230 | 1732 | 2498 |
Profit Streak | 0 | 0 | 19.5931 | 0 | 0 | 19.5931 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75191 | 611612 | -580230 | -320490 | -91282 | -580230 |
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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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