Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922990.4091 | 822448.3963 | 100542.0128 | 4712788.7884 | 410533.8429 | 4302254.9455 |
Total P&L (%) | 922.9904 | 822.4484 | 100.542 | 4712.7888 | 410.5338 | 4302.2549 |
Avg Daily Profit (%) | 0.3908 | 0.3482 | 0.0426 | 0.1642 | 0.0691 | 0.1604 |
Buy And Hold Return (%) | 469.3252 | 469.3252 | 469.3252 | 469.3252 | 469.3252 | 469.3252 |
Max Trade Drawdown | -90589 | -95519 | -120443 | -4608771 | -4376774 | -815775 |
Profit Factor | 2.749 | 3.9493 | 1.404 | 1.4268 | 1.0501 | 2.5095 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 52.1127 | 50 | 54.2857 | 52.1127 | 50 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.5261 | 3.9493 | 1.1823 | 1.3112 | 1.0501 | 2.1133 |
Largest Winning Trade | 212420 | 212420 | 60375 | 3267469 | 3267469 | 2532184 |
Largest Losing Trade | -50662 | -43161 | -50662 | -3164047 | -3164047 | -672825 |
Avg Bars in Trades | 95 | 101 | 88 | 95 | 101 | 88 |
Avg Bars in Winners | 122 | 120 | 123 | 122 | 120 | 123 |
Avg Bars in Losers | 65 | 82 | 46 | 65 | 82 | 46 |
Bars Traded | 6749 | 3655 | 3094 | 6749 | 3655 | 3094 |
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 | -82922 | 280356 | -300556 | -82135 | -431908 | 469029 |
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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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