Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1761172.0464 | 1648887.3891 | 112284.6572 | 2336609.6619 | -331605.0385 | 2668214.7004 |
Total P&L (%) | 1761.172 | 1648.8874 | 112.2847 | 2336.6097 | -331.605 | 2668.2147 |
Avg Daily Profit (%) | 0.9508 | 0.8902 | 0.0606 | 0.1725 | 0 | 0.1794 |
Buy And Hold Return (%) | 76.2906 | 76.2906 | 76.2906 | 76.2906 | 76.2906 | 76.2906 |
Max Trade Drawdown | -89290 | -86796 | -40927 | -3458315 | -3737407 | -1320703 |
Profit Factor | 5.0208 | 8.9073 | 1.4893 | 1.1909 | 0.9516 | 1.4955 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 50.7692 | 48.4848 | 53.125 | 50.7692 | 48.4848 | 53.125 |
Ratio Avg Win / Avg Loss | 4.8686 | 9.464 | 1.3141 | 1.1548 | 1.0111 | 1.3196 |
Largest Winning Trade | 1540226 | 1540226 | 62192 | 1774442 | 1774442 | 1346442 |
Largest Losing Trade | -38977 | -29068 | -38977 | -1382861 | -1382861 | -1180220 |
Avg Bars in Trades | 81 | 74 | 88 | 81 | 74 | 88 |
Avg Bars in Winners | 112 | 110 | 115 | 112 | 110 | 115 |
Avg Bars in Losers | 48 | 40 | 58 | 48 | 40 | 58 |
Bars Traded | 5292 | 2453 | 2839 | 5292 | 2453 | 2839 |
Profit Streak | 0 | 0 | 76.4885 | 0 | 0 | 76.4885 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114793 | 761705 | -128806 | -138646 | -579725 | 362564 |
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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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