Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1408210.2105 | 1371327.1343 | 36883.0761 | 1682592.103 | 2591416.564 | -908824.4611 |
Total P&L (%) | 1408.2102 | 1371.3271 | 36.8831 | 1682.5921 | 2591.4166 | -908.8245 |
Avg Daily Profit (%) | 0.5962 | 0.5806 | 0.0156 | 0.122 | 0.1395 | 0 |
Buy And Hold Return (%) | 502.001 | 502.001 | 502.001 | 502.001 | 502.001 | 502.001 |
Max Trade Drawdown | -117769 | -133845 | -66050 | -3364759 | -2260618 | -2068302 |
Profit Factor | 3.5543 | 5.4062 | 1.1536 | 1.1602 | 1.4726 | 0.8189 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 36.6197 | 30.5556 | 42.8571 | 36.6197 | 30.5556 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.1516 | 12.2869 | 1.5382 | 2.0081 | 3.3468 | 1.0918 |
Largest Winning Trade | 1060698 | 1060698 | 64881 | 3874775 | 3874775 | 1464424 |
Largest Losing Trade | -46676 | -28407 | -46676 | -1979112 | -594815 | -1979112 |
Avg Bars in Trades | 98 | 90 | 105 | 98 | 90 | 105 |
Avg Bars in Winners | 175 | 195 | 160 | 175 | 195 | 160 |
Avg Bars in Losers | 53 | 44 | 64 | 53 | 44 | 64 |
Bars Traded | 6959 | 3262 | 3697 | 6959 | 3262 | 3697 |
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 | -81606 | 304919 | -390982 | -172124 | -12931 | -581898 |
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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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