Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1563153.3896 | 1475807.5387 | 87345.8509 | 1195737.3981 | -508259.9443 | 1703997.3424 |
Total P&L (%) | 1563.1534 | 1475.8075 | 87.3459 | 1195.7374 | -508.2599 | 1703.9973 |
Avg Daily Profit (%) | 0.8433 | 0.7962 | 0.0471 | 0.1383 | 0 | 0.1562 |
Buy And Hold Return (%) | 34.1105 | 34.1105 | 34.1105 | 34.1105 | 34.1105 | 34.1105 |
Max Trade Drawdown | -109731 | -104488 | -46970 | -2863461 | -3477216 | -992020 |
Profit Factor | 4.4419 | 6.862 | 1.4316 | 1.1171 | 0.9154 | 1.4057 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 47.9452 | 40.5405 | 55.5556 | 47.9452 | 40.5405 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.8226 | 10.0643 | 1.1452 | 1.2129 | 1.3427 | 1.1246 |
Largest Winning Trade | 1427196 | 1427196 | 67776 | 1502598 | 1323080 | 1502598 |
Largest Losing Trade | -31351 | -28442 | -31351 | -1139617 | -1139617 | -745412 |
Avg Bars in Trades | 147 | 137 | 156 | 147 | 137 | 156 |
Avg Bars in Winners | 196 | 194 | 197 | 196 | 194 | 197 |
Avg Bars in Losers | 101 | 98 | 106 | 101 | 98 | 106 |
Bars Traded | 10737 | 5089 | 5648 | 10737 | 5089 | 5648 |
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 | -56487 | 647574 | -131875 | -176791 | -582784 | 328004 |
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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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