Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1489882.1517 | 1363969.8773 | 125912.2744 | 16296106.8141 | 11429475.4496 | 4866631.3645 |
Total P&L (%) | 1489.8822 | 1363.9699 | 125.9123 | 16296.1068 | 11429.4755 | 4866.6314 |
Avg Daily Profit (%) | 0.8079 | 0.7396 | 0.0683 | 0.2769 | 0.2578 | 0.212 |
Buy And Hold Return (%) | 715.158 | 715.158 | 715.158 | 715.158 | 715.158 | 715.158 |
Max Trade Drawdown | -98925 | -68799 | -98005 | -9103290 | -9230060 | -2857045 |
Profit Factor | 4.4695 | 7.2737 | 1.5939 | 1.9312 | 1.9814 | 1.8314 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 53.6232 | 52.9412 | 54.2857 | 53.6232 | 52.9412 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.8656 | 6.4655 | 1.3422 | 1.6702 | 1.7612 | 1.5422 |
Largest Winning Trade | 499104 | 499104 | 78759 | 8916164 | 8916164 | 2833347 |
Largest Losing Trade | -52836 | -27560 | -52836 | -4126673 | -4126673 | -2132600 |
Avg Bars in Trades | 101 | 116 | 85 | 101 | 116 | 85 |
Avg Bars in Winners | 125 | 152 | 100 | 125 | 152 | 100 |
Avg Bars in Losers | 72 | 76 | 68 | 72 | 76 | 68 |
Bars Traded | 6973 | 3969 | 3004 | 6973 | 3969 | 3004 |
Profit Streak | 0 | 248.9495 | 0 | 0 | 248.9495 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91285 | 553946 | -265127 | -93167 | 504453 | 433107 |
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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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