Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562387.8678 | 1479286.4306 | 83101.4372 | 1168678.196 | -956554.4468 | 2125232.6427 |
Total P&L (%) | 1562.3879 | 1479.2864 | 83.1014 | 1168.6782 | -956.5544 | 2125.2326 |
Avg Daily Profit (%) | 0.8456 | 0.8006 | 0.045 | 0.1376 | 0 | 0.1681 |
Buy And Hold Return (%) | 42.5815 | 42.5815 | 42.5815 | 42.5815 | 42.5815 | 42.5815 |
Max Trade Drawdown | -142179 | -109579 | -56145 | -5304796 | -4070107 | -2163426 |
Profit Factor | 4.4267 | 6.4839 | 1.4463 | 1.0892 | 0.8801 | 1.4154 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 47.8261 | 37.1429 | 58.8235 | 47.8261 | 37.1429 | 58.8235 |
Ratio Avg Win / Avg Loss | 4.8291 | 10.9728 | 1.0124 | 1.1883 | 1.4895 | 0.9908 |
Largest Winning Trade | 1372843 | 1372843 | 69067 | 2577168 | 2577168 | 2118181 |
Largest Losing Trade | -41103 | -38395 | -41103 | -1573005 | -1573005 | -1146977 |
Avg Bars in Trades | 155 | 152 | 158 | 155 | 152 | 158 |
Avg Bars in Winners | 216 | 246 | 196 | 216 | 246 | 196 |
Avg Bars in Losers | 99 | 96 | 104 | 99 | 96 | 104 |
Bars Traded | 10734 | 5334 | 5400 | 10734 | 5334 | 5400 |
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 | -86542 | 600663 | -137945 | -238420 | -584121 | 288497 |
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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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