Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1149631.0107 | 1072853.7362 | 76777.2745 | 5555805.6381 | 6381260.6121 | -825454.974 |
Total P&L (%) | 1149.631 | 1072.8537 | 76.7773 | 5555.8056 | 6381.2606 | -825.455 |
Avg Daily Profit (%) | 0.522 | 0.4872 | 0.0349 | 0.1834 | 0.1896 | 0 |
Buy And Hold Return (%) | 494.3364 | 494.3364 | 494.3364 | 494.3364 | 494.3364 | 494.3364 |
Max Trade Drawdown | -82834 | -53301 | -66509 | -3733084 | -2234075 | -2166612 |
Profit Factor | 3.9971 | 6.8006 | 1.3866 | 1.5349 | 2.2525 | 0.844 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 37.1429 | 42.8571 | 31.4286 | 37.1429 | 42.8571 | 31.4286 |
Ratio Avg Win / Avg Loss | 6.7644 | 9.0674 | 3.0252 | 2.5975 | 3.0033 | 1.8415 |
Largest Winning Trade | 616183 | 616183 | 77183 | 6050736 | 6050736 | 1028521 |
Largest Losing Trade | -30967 | -24046 | -30967 | -1398908 | -726223 | -1398908 |
Avg Bars in Trades | 183 | 156 | 210 | 183 | 156 | 210 |
Avg Bars in Winners | 393 | 299 | 522 | 393 | 299 | 522 |
Avg Bars in Losers | 58 | 49 | 67 | 58 | 49 | 67 |
Bars Traded | 12834 | 5475 | 7359 | 12834 | 5475 | 7359 |
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 | -90646 | 377262 | -317606 | -93251 | 340162 | -585232 |
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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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