Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1809806.3456 | 1738066.1169 | 71740.2288 | 977734.072 | 733013.3325 | 244720.7395 |
Total P&L (%) | 1809.8063 | 1738.0661 | 71.7402 | 977.7341 | 733.0133 | 244.7207 |
Avg Daily Profit (%) | 0.9722 | 0.9337 | 0.0385 | 0.1278 | 0.1139 | 0.0665 |
Buy And Hold Return (%) | 32.7751 | 32.7751 | 32.7751 | 32.7751 | 32.7751 | 32.7751 |
Max Trade Drawdown | -98336 | -81509 | -64038 | -1463683 | -1095594 | -720927 |
Profit Factor | 5.0242 | 8.4661 | 1.3307 | 1.1696 | 1.2425 | 1.0892 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 38.5965 | 31.0345 | 46.4286 | 38.5965 | 31.0345 | 46.4286 |
Ratio Avg Win / Avg Loss | 7.993 | 18.8135 | 1.5354 | 1.8607 | 2.7611 | 1.2568 |
Largest Winning Trade | 1679483 | 1679483 | 66854 | 1679483 | 1679483 | 704178 |
Largest Losing Trade | -33907 | -33907 | -32377 | -470293 | -470293 | -426490 |
Avg Bars in Trades | 124 | 107 | 140 | 124 | 107 | 140 |
Avg Bars in Winners | 219 | 206 | 229 | 219 | 206 | 229 |
Avg Bars in Losers | 63 | 63 | 64 | 63 | 63 | 64 |
Bars Traded | 7072 | 3127 | 3945 | 7072 | 3127 | 3945 |
Profit Streak | 0 | 0 | 51.9352 | 0 | 0 | 51.9352 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163084 | 517670 | -167548 | -239066 | -47049 | -248382 |
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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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