Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1646647.4433 | 1551233.839 | 95413.6044 | 2323027.3253 | 1722422.6767 | 600604.6486 |
Total P&L (%) | 1646.6474 | 1551.2338 | 95.4136 | 2323.0273 | 1722.4227 | 600.6046 |
Avg Daily Profit (%) | 0.8901 | 0.8385 | 0.0516 | 0.1725 | 0.157 | 0.1053 |
Buy And Hold Return (%) | 74.2694 | 74.2694 | 74.2694 | 74.2694 | 74.2694 | 74.2694 |
Max Trade Drawdown | -82920 | -97731 | -68313 | -1218479 | -1108074 | -853725 |
Profit Factor | 4.4653 | 8.3083 | 1.3629 | 1.3654 | 1.6105 | 1.1699 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 42.4658 | 35.1351 | 50 | 42.4658 | 35.1351 | 50 |
Ratio Avg Win / Avg Loss | 6.0497 | 15.3384 | 1.3629 | 1.8499 | 2.9732 | 1.1699 |
Largest Winning Trade | 1404911 | 1404911 | 73265 | 1404911 | 1404911 | 1140211 |
Largest Losing Trade | -36794 | -24310 | -36794 | -511539 | -358469 | -511539 |
Avg Bars in Trades | 71 | 75 | 67 | 71 | 75 | 67 |
Avg Bars in Winners | 126 | 163 | 99 | 126 | 163 | 99 |
Avg Bars in Losers | 31 | 27 | 35 | 31 | 27 | 35 |
Bars Traded | 5221 | 2784 | 2437 | 5221 | 2784 | 2437 |
Profit Streak | 0 | 0 | 72.099 | 0 | 0 | 72.099 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58560 | 574284 | -200221 | -69810 | 177971 | -85136 |
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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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