Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5711035.2941 | 5865152.4843 | -154117.1902 | -2830.4527 | 61529.7379 | -64360.1906 |
Total P&L (%) | 5711.0353 | 5865.1525 | -154.1172 | -2.8305 | 61.5297 | -64.3602 |
Avg Daily Profit (%) | 2.9093 | 2.9879 | -0.0785 | -0.0015 | 0.0244 | -0.0525 |
Buy And Hold Return (%) | 1583.9769 | 1583.9769 | 1583.9769 | 1583.9769 | 1583.9769 | 1583.9769 |
Max Trade Drawdown | -299536 | -115007 | -194626 | -121680 | -92280 | -90580 |
Profit Factor | 9.9076 | 19.2076 | 0.5169 | 0.9938 | 1.2502 | 0.6977 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 31.4286 | 37.1429 | 25.7143 | 31.4286 | 37.1429 | 25.7143 |
Ratio Avg Win / Avg Loss | 21.6165 | 32.5051 | 1.4933 | 2.1684 | 2.1157 | 2.0155 |
Largest Winning Trade | 6001291 | 6001291 | 53935 | 117043 | 117043 | 57301 |
Largest Losing Trade | -47626 | -44704 | -47626 | -41253 | -41253 | -38249 |
Avg Bars in Trades | 161 | 158 | 165 | 161 | 158 | 165 |
Avg Bars in Winners | 357 | 304 | 434 | 357 | 304 | 434 |
Avg Bars in Losers | 72 | 71 | 72 | 72 | 71 | 72 |
Bars Traded | 11335 | 5530 | 5805 | 11335 | 5530 | 5805 |
Profit Streak | 0 | 0 | 556.8257 | 0 | 0 | 556.8257 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85047 | 579504 | -605203 | -684000 | -330128 | -604092 |
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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) |
---|