Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017331.1372 | 872353.6434 | 144977.4939 | 11375399.7752 | 4912375.2865 | 6463024.4887 |
Total P&L (%) | 1017.3311 | 872.3536 | 144.9775 | 11375.3998 | 4912.3753 | 6463.0245 |
Avg Daily Profit (%) | 0.5482 | 0.4701 | 0.0781 | 0.2559 | 0.2112 | 0.2257 |
Buy And Hold Return (%) | 94.4269 | 94.4269 | 94.4269 | 94.4269 | 94.4269 | 94.4269 |
Max Trade Drawdown | -71862 | -41433 | -52389 | -7556747 | -4633411 | -5969538 |
Profit Factor | 3.248 | 5.9171 | 1.5269 | 1.4929 | 1.4254 | 1.5605 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 40.8451 | 41.6667 | 40 | 40.8451 | 41.6667 | 40 |
Ratio Avg Win / Avg Loss | 4.704 | 8.284 | 2.2904 | 2.1622 | 1.9956 | 2.3408 |
Largest Winning Trade | 382904 | 382904 | 77931 | 7007080 | 4522204 | 7007080 |
Largest Losing Trade | -47907 | -26952 | -47907 | -2952562 | -2035891 | -2952562 |
Avg Bars in Trades | 152 | 142 | 162 | 152 | 142 | 162 |
Avg Bars in Winners | 272 | 241 | 304 | 272 | 241 | 304 |
Avg Bars in Losers | 69 | 72 | 67 | 69 | 72 | 67 |
Bars Traded | 10818 | 5141 | 5677 | 10818 | 5141 | 5677 |
Profit Streak | 0 | 0 | 147.4993 | 0 | 0 | 147.4993 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77615 | 560554 | -98588 | -83948 | 246665 | 305923 |
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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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