Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1297680.5534 | 1247735.7741 | 49944.7794 | 1650102.5568 | 723140.0155 | 926962.5413 |
Total P&L (%) | 1297.6806 | 1247.7358 | 49.9448 | 1650.1026 | 723.14 | 926.9625 |
Avg Daily Profit (%) | 0.695 | 0.6682 | 0.0267 | 0.1534 | 0.113 | 0.1248 |
Buy And Hold Return (%) | 467.92 | 467.92 | 467.92 | 467.92 | 467.92 | 467.92 |
Max Trade Drawdown | -83090 | -98134 | -151404 | -776801 | -887233 | -554815 |
Profit Factor | 3.0959 | 5.0261 | 1.1615 | 1.5116 | 1.3841 | 1.6904 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 49.3151 | 36.1111 | 62.1622 | 49.3151 | 36.1111 | 62.1622 |
Ratio Avg Win / Avg Loss | 3.1819 | 8.8924 | 0.707 | 1.5536 | 2.4488 | 1.029 |
Largest Winning Trade | 615974 | 615974 | 56035 | 524972 | 524972 | 377985 |
Largest Losing Trade | -62985 | -39087 | -62985 | -345460 | -341691 | -345460 |
Avg Bars in Trades | 96 | 114 | 80 | 96 | 114 | 80 |
Avg Bars in Winners | 108 | 131 | 94 | 108 | 131 | 94 |
Avg Bars in Losers | 85 | 103 | 56 | 85 | 103 | 56 |
Bars Traded | 7075 | 4104 | 2971 | 7075 | 4104 | 2971 |
Profit Streak | 0 | 34.4614 | 0 | 0 | 34.4614 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61673 | 417053 | -365876 | -69059 | -54854 | -29308 |
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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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