Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1811472.7268 | 1858279.7359 | -46807.0091 | -14463.6658 | 524109.8476 | -538573.5134 |
Total P&L (%) | 1811.4727 | 1858.2797 | -46.807 | -14.4637 | 524.1098 | -538.5735 |
Avg Daily Profit (%) | 1.0056 | 1.0316 | -0.026 | -0.0087 | 0.1017 | 0 |
Buy And Hold Return (%) | 196.5896 | 196.5896 | 196.5896 | 196.5896 | 196.5896 | 196.5896 |
Max Trade Drawdown | -127606 | -166384 | -159625 | -831664 | -539911 | -797565 |
Profit Factor | 3.5068 | 6.3374 | 0.875 | 0.9922 | 1.6715 | 0.5014 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 42.8571 | 37.1429 | 48.5714 | 42.8571 | 37.1429 | 48.5714 |
Ratio Avg Win / Avg Loss | 4.6757 | 10.7249 | 0.9265 | 1.323 | 2.8287 | 0.5309 |
Largest Winning Trade | 1749943 | 1749943 | 61194 | 862409 | 862409 | 129516 |
Largest Losing Trade | -81965 | -29790 | -81965 | -541909 | -105681 | -541909 |
Avg Bars in Trades | 74 | 74 | 73 | 74 | 74 | 73 |
Avg Bars in Winners | 103 | 107 | 100 | 103 | 107 | 100 |
Avg Bars in Losers | 52 | 54 | 48 | 52 | 54 | 48 |
Bars Traded | 5190 | 2608 | 2582 | 5190 | 2608 | 2582 |
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 | -81510 | 607882 | -581343 | -680666 | -62031 | -581343 |
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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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