Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045849.9636 | 889813.3945 | 156036.5691 | 1207423.4174 | 316589.8308 | 890833.5866 |
Total P&L (%) | 1045.85 | 889.8134 | 156.0366 | 1207.4234 | 316.5898 | 890.8336 |
Avg Daily Profit (%) | 0.5646 | 0.4804 | 0.0842 | 0.1389 | 0.0771 | 0.1239 |
Buy And Hold Return (%) | 78.5955 | 78.5955 | 78.5955 | 78.5955 | 78.5955 | 78.5955 |
Max Trade Drawdown | -129823 | -131914 | -96361 | -8108994 | -8438754 | -5460809 |
Profit Factor | 3.1465 | 4.7275 | 1.6278 | 1.0565 | 1.0288 | 1.0857 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 55.0725 | 48.5714 | 61.7647 | 55.0725 | 48.5714 | 61.7647 |
Ratio Avg Win / Avg Loss | 2.5669 | 5.0056 | 1.0077 | 0.8619 | 1.0894 | 0.6721 |
Largest Winning Trade | 765150 | 765150 | 45266 | 4304282 | 4304282 | 2023993 |
Largest Losing Trade | -64114 | -45495 | -64114 | -3867331 | -3867331 | -2820110 |
Avg Bars in Trades | 75 | 61 | 89 | 75 | 61 | 89 |
Avg Bars in Winners | 78 | 63 | 91 | 78 | 63 | 91 |
Avg Bars in Losers | 70 | 59 | 86 | 70 | 59 | 86 |
Bars Traded | 5177 | 2139 | 3038 | 5177 | 2139 | 3038 |
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 | -88175 | 628705 | -83997 | -272606 | -281620 | -153598 |
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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) |
---|