Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1486488.1666 | 1364798.008 | 121690.1586 | 3169908.7683 | 454805.7419 | 2715103.0265 |
Total P&L (%) | 1486.4882 | 1364.798 | 121.6902 | 3169.9088 | 454.8057 | 2715.103 |
Avg Daily Profit (%) | 0.8307 | 0.7627 | 0.068 | 0.1951 | 0.0958 | 0.1867 |
Buy And Hold Return (%) | 274.3306 | 274.3306 | 274.3306 | 274.3306 | 274.3306 | 274.3306 |
Max Trade Drawdown | -85084 | -48784 | -134428 | -3323473 | -2516952 | -1069958 |
Profit Factor | 4.3945 | 9.3644 | 1.4429 | 1.378 | 1.1014 | 1.6961 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 45.0704 | 41.6667 | 48.5714 | 45.0704 | 41.6667 | 48.5714 |
Ratio Avg Win / Avg Loss | 5.3558 | 13.1102 | 1.5278 | 1.6795 | 1.542 | 1.7959 |
Largest Winning Trade | 1013605 | 1013605 | 71842 | 2441851 | 1181220 | 2441851 |
Largest Losing Trade | -85084 | -16249 | -85084 | -655868 | -596367 | -655868 |
Avg Bars in Trades | 48 | 38 | 59 | 48 | 38 | 59 |
Avg Bars in Winners | 82 | 62 | 100 | 82 | 62 | 100 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 3446 | 1374 | 2072 | 3446 | 1374 | 2072 |
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 | -73705 | 603963 | -266411 | -83527 | -185365 | 380609 |
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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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