Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935021.0683 | 817197.5522 | 117823.5161 | 8214199.2812 | 8136219.7163 | 77979.5649 |
Total P&L (%) | 935.0211 | 817.1976 | 117.8235 | 8214.1993 | 8136.2197 | 77.9796 |
Avg Daily Profit (%) | 0.3739 | 0.3268 | 0.0471 | 0.1769 | 0.1766 | 0.0231 |
Buy And Hold Return (%) | 960.5345 | 960.5345 | 960.5345 | 960.5345 | 960.5345 | 960.5345 |
Max Trade Drawdown | -108853 | -72989 | -81681 | -2708441 | -1600227 | -3665685 |
Profit Factor | 3.1713 | 4.205 | 1.6707 | 1.9986 | 3.2247 | 1.0171 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 57.7465 | 57.1429 | 58.3333 | 57.7465 | 57.1429 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.3204 | 3.1538 | 1.1934 | 1.4624 | 2.4185 | 0.7265 |
Largest Winning Trade | 363943 | 363943 | 48395 | 3602940 | 3602940 | 1298463 |
Largest Losing Trade | -56936 | -56936 | -34905 | -1726178 | -996927 | -1726178 |
Avg Bars in Trades | 64 | 86 | 43 | 64 | 86 | 43 |
Avg Bars in Winners | 73 | 89 | 58 | 73 | 89 | 58 |
Avg Bars in Losers | 52 | 82 | 21 | 52 | 82 | 21 |
Bars Traded | 4575 | 3024 | 1551 | 4575 | 3024 | 1551 |
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 | -240188 | -148527 | -292625 | -79468 | 537022 | -530178 |
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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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