Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839055.9423 | 762545.1245 | 76510.8178 | 1952115.0519 | 766825.427 | 1185289.6249 |
Total P&L (%) | 839.0559 | 762.5451 | 76.5108 | 1952.1151 | 766.8254 | 1185.2896 |
Avg Daily Profit (%) | 0.4474 | 0.4066 | 0.0408 | 0.1612 | 0.1152 | 0.1363 |
Buy And Hold Return (%) | 254.8117 | 254.8117 | 254.8117 | 254.8117 | 254.8117 | 254.8117 |
Max Trade Drawdown | -92058 | -94796 | -91816 | -561414 | -593500 | -293022 |
Profit Factor | 2.788 | 4.3483 | 1.3168 | 1.7619 | 1.5148 | 2.1049 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.6141 | 7.9059 | 1.2345 | 2.2839 | 2.7542 | 1.9734 |
Largest Winning Trade | 368255 | 368255 | 57611 | 517330 | 517330 | 486704 |
Largest Losing Trade | -49956 | -24249 | -49956 | -293022 | -181674 | -293022 |
Avg Bars in Trades | 174 | 147 | 200 | 174 | 147 | 200 |
Avg Bars in Winners | 289 | 274 | 299 | 289 | 274 | 299 |
Avg Bars in Losers | 85 | 77 | 95 | 85 | 77 | 95 |
Bars Traded | 10789 | 4566 | 6223 | 10789 | 4566 | 6223 |
Profit Streak | 0 | 249.5941 | 0 | 0 | 249.5941 | 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 | -148664 | 334413 | -303829 | -150239 | -44061 | -8182 |
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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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