Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961623.09 | 808443.0496 | 153180.0403 | 7491831.9057 | 2505794.4462 | 4986037.4595 |
Total P&L (%) | 961.6231 | 808.4431 | 153.18 | 7491.8319 | 2505.7944 | 4986.0375 |
Avg Daily Profit (%) | 0.5203 | 0.4374 | 0.0829 | 0.2345 | 0.1765 | 0.2128 |
Buy And Hold Return (%) | 106.4338 | 106.4338 | 106.4338 | 106.4338 | 106.4338 | 106.4338 |
Max Trade Drawdown | -102825 | -79569 | -65183 | -18977776 | -11823163 | -10959706 |
Profit Factor | 2.8792 | 4.1102 | 1.6084 | 1.1885 | 1.1174 | 1.2709 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 37.1429 | 34.2857 | 40 | 37.1429 | 34.2857 | 40 |
Ratio Avg Win / Avg Loss | 4.8726 | 7.8778 | 2.4126 | 2.0113 | 2.1417 | 1.9064 |
Largest Winning Trade | 366310 | 366310 | 76343 | 6670816 | 6670816 | 6491149 |
Largest Losing Trade | -43397 | -43397 | -24431 | -4795415 | -4795415 | -4303624 |
Avg Bars in Trades | 74 | 74 | 75 | 74 | 74 | 75 |
Avg Bars in Winners | 154 | 154 | 154 | 154 | 154 | 154 |
Avg Bars in Losers | 27 | 32 | 22 | 27 | 32 | 22 |
Bars Traded | 5233 | 2606 | 2627 | 5233 | 2606 | 2627 |
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 | -87505 | 399181 | -112296 | -107494 | -88528 | 189575 |
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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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