Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2441691.755 | 2538138.3862 | -96446.6312 | -116521.2633 | 172370.6758 | -288891.9391 |
Total P&L (%) | 2441.6918 | 2538.1384 | -96.4466 | -116.5213 | 172.3707 | -288.8919 |
Avg Daily Profit (%) | 1.1016 | 1.1451 | -0.0435 | 0 | 0.0452 | 0 |
Buy And Hold Return (%) | 342.2066 | 342.2066 | 342.2066 | 342.2066 | 342.2066 | 342.2066 |
Max Trade Drawdown | -192745 | -119094 | -188675 | -740784 | -489288 | -312175 |
Profit Factor | 4.5234 | 9.2413 | 0.7495 | 0.9192 | 1.2331 | 0.589 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 15 | 14 | 31 | 15 | 16 |
Losing Trades | 41 | 20 | 21 | 39 | 20 | 19 |
Profitability (%) | 41.4286 | 42.8571 | 40 | 44.2857 | 42.8571 | 45.7143 |
Ratio Avg Win / Avg Loss | 6.3951 | 12.3218 | 1.1243 | 1.1564 | 1.6441 | 0.6995 |
Largest Winning Trade | 2568651 | 2568651 | 54293 | 625195 | 625195 | 160291 |
Largest Losing Trade | -106240 | -39304 | -106240 | -262853 | -219772 | -262853 |
Avg Bars in Trades | 59 | 65 | 54 | 59 | 65 | 54 |
Avg Bars in Winners | 61 | 58 | 65 | 57 | 76 | 40 |
Avg Bars in Losers | 58 | 71 | 46 | 61 | 57 | 65 |
Bars Traded | 4191 | 2290 | 1901 | 4191 | 2290 | 1901 |
Profit Streak | 0 | 212.3533 | 0 | 54.3533 | 0 | 88.8533 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81237 | 712733 | -583009 | -679548 | -300297 | -581895 |
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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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