Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953414.6538 | 883166.1418 | 70248.5119 | 3096106.2536 | 2754422.5342 | 341683.7194 |
Total P&L (%) | 953.4147 | 883.1661 | 70.2485 | 3096.1063 | 2754.4225 | 341.6837 |
Avg Daily Profit (%) | 0.4039 | 0.3741 | 0.0298 | 0.1469 | 0.1421 | 0.0629 |
Buy And Hold Return (%) | 400.8831 | 400.8831 | 400.8831 | 400.8831 | 400.8831 | 400.8831 |
Max Trade Drawdown | -157828 | -150976 | -87854 | -8574086 | -5180493 | -4931463 |
Profit Factor | 2.7193 | 4.0186 | 1.2682 | 1.1855 | 1.284 | 1.0489 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 57.1429 | 54.2857 | 60 | 57.1429 | 54.2857 | 60 |
Ratio Avg Win / Avg Loss | 2.0394 | 3.3841 | 0.8454 | 0.8891 | 1.0813 | 0.6992 |
Largest Winning Trade | 362315 | 362315 | 53439 | 5898277 | 5898277 | 2238907 |
Largest Losing Trade | -34884 | -32269 | -34884 | -2596089 | -2073742 | -2596089 |
Avg Bars in Trades | 95 | 76 | 115 | 95 | 76 | 115 |
Avg Bars in Winners | 111 | 77 | 141 | 111 | 77 | 141 |
Avg Bars in Losers | 75 | 74 | 77 | 75 | 74 | 77 |
Bars Traded | 6718 | 2667 | 4051 | 6718 | 2667 | 4051 |
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 | -86972 | 418026 | -319397 | -112259 | -2515 | -441807 |
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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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