Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2453772.1901 | 2374280.2543 | 79491.9358 | 2504444.7516 | 962250.4245 | 1542194.3272 |
Total P&L (%) | 2453.7722 | 2374.2803 | 79.4919 | 2504.4448 | 962.2504 | 1542.1943 |
Avg Daily Profit (%) | 1.3224 | 1.2796 | 0.0428 | 0.1758 | 0.1274 | 0.1509 |
Buy And Hold Return (%) | 156.7483 | 156.7483 | 156.7483 | 156.7483 | 156.7483 | 156.7483 |
Max Trade Drawdown | -110177 | -90353 | -59182 | -3752788 | -2800738 | -1402984 |
Profit Factor | 5.1392 | 8.5522 | 1.2855 | 1.2069 | 1.1374 | 1.3023 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 35.7143 | 34.2857 | 37.1429 | 35.7143 | 34.2857 | 37.1429 |
Ratio Avg Win / Avg Loss | 9.2506 | 16.3917 | 2.1755 | 2.1724 | 2.18 | 2.204 |
Largest Winning Trade | 2168029 | 2168029 | 72387 | 2449624 | 2417129 | 2449624 |
Largest Losing Trade | -34866 | -30033 | -34866 | -1136053 | -1136053 | -898810 |
Avg Bars in Trades | 103 | 136 | 71 | 103 | 136 | 71 |
Avg Bars in Winners | 209 | 282 | 141 | 209 | 282 | 141 |
Avg Bars in Losers | 45 | 60 | 29 | 45 | 60 | 29 |
Bars Traded | 7273 | 4782 | 2491 | 7273 | 4782 | 2491 |
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 | -82816 | 575631 | -305366 | -95875 | -97449 | 137450 |
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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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