Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161006.7865 | 1127601.2625 | 33405.524 | 1942274.067 | 1890285.0348 | 51989.0322 |
Total P&L (%) | 1161.0068 | 1127.6013 | 33.4055 | 1942.2741 | 1890.285 | 51.989 |
Avg Daily Profit (%) | 0.6351 | 0.6169 | 0.0183 | 0.1652 | 0.1637 | 0.0229 |
Buy And Hold Return (%) | 712.5359 | 712.5359 | 712.5359 | 712.5359 | 712.5359 | 712.5359 |
Max Trade Drawdown | -106419 | -73809 | -98681 | -3710226 | -2115336 | -2032398 |
Profit Factor | 3.3341 | 5.9193 | 1.1246 | 1.2982 | 1.6259 | 1.0149 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 43.3333 | 41.9355 | 42.623 | 43.3333 | 41.9355 |
Ratio Avg Win / Avg Loss | 4.4882 | 7.7406 | 1.5571 | 1.7476 | 2.1262 | 1.4052 |
Largest Winning Trade | 587086 | 587086 | 72946 | 1853204 | 1853204 | 1083684 |
Largest Losing Trade | -41801 | -24444 | -41801 | -923970 | -923970 | -746713 |
Avg Bars in Trades | 114 | 107 | 122 | 114 | 107 | 122 |
Avg Bars in Winners | 192 | 176 | 207 | 192 | 176 | 207 |
Avg Bars in Losers | 57 | 53 | 60 | 57 | 53 | 60 |
Bars Traded | 6999 | 3212 | 3787 | 6999 | 3212 | 3787 |
Profit Streak | 0 | 172.3072 | 0 | 0 | 172.3072 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160374 | 314133 | -419798 | -163577 | 205738 | -535376 |
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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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