Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1722272.6142 | 1550287.9327 | 171984.6815 | 2036708.1226 | -3350349.5179 | 5387057.6405 |
Total P&L (%) | 1722.2726 | 1550.2879 | 171.9847 | 2036.7081 | -3350.3495 | 5387.0576 |
Avg Daily Profit (%) | 0.7287 | 0.656 | 0.0728 | 0.1296 | 0 | 0.1696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136591 | -100395 | -135411 | -7570379 | -7793077 | -2319398 |
Profit Factor | 3.95 | 5.6739 | 1.6821 | 1.1287 | 0.6936 | 2.1013 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 43.662 | 38.8889 | 48.5714 | 43.662 | 38.8889 | 48.5714 |
Ratio Avg Win / Avg Loss | 5.0967 | 8.9161 | 1.781 | 1.4564 | 1.0899 | 2.225 |
Largest Winning Trade | 1461689 | 1461689 | 64574 | 2884091 | 2884091 | 2713761 |
Largest Losing Trade | -45873 | -29429 | -45873 | -2798250 | -2798250 | -1419846 |
Avg Bars in Trades | 97 | 89 | 106 | 97 | 89 | 106 |
Avg Bars in Winners | 155 | 150 | 158 | 155 | 150 | 158 |
Avg Bars in Losers | 53 | 50 | 57 | 53 | 50 | 57 |
Bars Traded | 6946 | 3215 | 3731 | 6946 | 3215 | 3731 |
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 | -74160 | 572436 | -93155 | -192233 | -583434 | 403507 |
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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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