Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950512.3724 | 824714.8571 | 125797.5153 | 13480622.2156 | 12949464.3089 | 531157.9067 |
Total P&L (%) | 950.5124 | 824.7149 | 125.7975 | 13480.6222 | 12949.4643 | 531.1579 |
Avg Daily Profit (%) | 0.3802 | 0.3299 | 0.0503 | 0.1966 | 0.195 | 0.0737 |
Buy And Hold Return (%) | 709.3327 | 709.3327 | 709.3327 | 709.3327 | 709.3327 | 709.3327 |
Max Trade Drawdown | -60580 | -59517 | -35518 | -2903085 | -2048643 | -2730804 |
Profit Factor | 3.7632 | 4.5369 | 2.1352 | 2.1072 | 2.7097 | 1.1154 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 47.2222 | 44.4444 | 50 | 47.2222 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 4.206 | 5.6712 | 2.1352 | 2.3551 | 3.3871 | 1.1154 |
Largest Winning Trade | 329057 | 329057 | 51754 | 9544661 | 9544661 | 1042273 |
Largest Losing Trade | -31451 | -31451 | -13308 | -1656291 | -1077458 | -1656291 |
Avg Bars in Trades | 128 | 216 | 41 | 128 | 216 | 41 |
Avg Bars in Winners | 174 | 311 | 53 | 174 | 311 | 53 |
Avg Bars in Losers | 87 | 140 | 29 | 87 | 140 | 29 |
Bars Traded | 9271 | 7779 | 1492 | 9271 | 7779 | 1492 |
Profit Streak | 0 | 0 | 90.7612 | 0 | 0 | 90.7612 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128389 | -100731 | -286880 | -72841 | 396086 | -352876 |
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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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