Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1500861.7998 | 1441526.787 | 59335.0128 | 700597.2074 | 477727.8056 | 222869.4018 |
Total P&L (%) | 1500.8618 | 1441.5268 | 59.335 | 700.5972 | 477.7278 | 222.8694 |
Avg Daily Profit (%) | 0.8105 | 0.7784 | 0.032 | 0.1124 | 0.0948 | 0.0633 |
Buy And Hold Return (%) | 70.1963 | 70.1963 | 70.1963 | 70.1963 | 70.1963 | 70.1963 |
Max Trade Drawdown | -99291 | -80146 | -62432 | -1122100 | -730594 | -543477 |
Profit Factor | 4.1955 | 7.1628 | 1.2517 | 1.201 | 1.2661 | 1.1318 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 35.5932 | 30 | 41.3793 | 35.5932 | 30 | 41.3793 |
Ratio Avg Win / Avg Loss | 7.5918 | 16.7132 | 1.7732 | 2.1732 | 2.9543 | 1.6034 |
Largest Winning Trade | 1380024 | 1380024 | 63053 | 968715 | 968715 | 518486 |
Largest Losing Trade | -29873 | -29873 | -29498 | -358424 | -358424 | -232504 |
Avg Bars in Trades | 179 | 156 | 202 | 179 | 156 | 202 |
Avg Bars in Winners | 338 | 319 | 352 | 338 | 319 | 352 |
Avg Bars in Losers | 91 | 86 | 97 | 91 | 86 | 97 |
Bars Traded | 10582 | 4699 | 5883 | 10582 | 4699 | 5883 |
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 | -165000 | 492646 | -318370 | -227319 | -73429 | -189138 |
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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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