Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035677.3861 | 973712.0036 | 61965.3825 | 3991480.9869 | 1593783.7133 | 2397697.2736 |
Total P&L (%) | 1035.6774 | 973.712 | 61.9654 | 3991.481 | 1593.7837 | 2397.6973 |
Avg Daily Profit (%) | 0.5519 | 0.5189 | 0.033 | 0.198 | 0.1509 | 0.1716 |
Buy And Hold Return (%) | 690.1099 | 690.1099 | 690.1099 | 690.1099 | 690.1099 | 690.1099 |
Max Trade Drawdown | -54024 | -38236 | -75090 | -1576034 | -1172890 | -1058200 |
Profit Factor | 4.1918 | 10.1798 | 1.2837 | 1.7009 | 1.7285 | 1.6836 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 56.5217 | 54.2857 | 58.8235 | 56.5217 | 54.2857 | 58.8235 |
Ratio Avg Win / Avg Loss | 3.2244 | 8.5724 | 0.8986 | 1.3084 | 1.4556 | 1.1785 |
Largest Winning Trade | 529238 | 529238 | 79349 | 1683355 | 1440248 | 1683355 |
Largest Losing Trade | -43524 | -23483 | -43524 | -1058200 | -435628 | -1058200 |
Avg Bars in Trades | 77 | 56 | 98 | 77 | 56 | 98 |
Avg Bars in Winners | 121 | 94 | 147 | 121 | 94 | 147 |
Avg Bars in Losers | 19 | 11 | 28 | 19 | 11 | 28 |
Bars Traded | 5330 | 1974 | 3356 | 5330 | 1974 | 3356 |
Profit Streak | 0 | 0 | 20.0815 | 0 | 0 | 20.0815 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97124 | -18088 | -314559 | -95832 | 198117 | 319179 |
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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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