Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1752968.7505 | 1690961.3675 | 62007.3831 | 1743219.55 | 1856121.2563 | -112901.7063 |
Total P&L (%) | 1752.9688 | 1690.9614 | 62.0074 | 1743.2196 | 1856.1213 | -112.9017 |
Avg Daily Profit (%) | 0.9493 | 0.9158 | 0.0336 | 0.1579 | 0.1612 | 0 |
Buy And Hold Return (%) | 204.4693 | 204.4693 | 204.4693 | 204.4693 | 204.4693 | 204.4693 |
Max Trade Drawdown | -108835 | -90632 | -74220 | -2344584 | -1456509 | -1502533 |
Profit Factor | 4.4099 | 7.3323 | 1.251 | 1.1814 | 1.3621 | 0.9748 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 29.8507 | 29.4118 | 30.303 | 29.8507 | 29.4118 | 30.303 |
Ratio Avg Win / Avg Loss | 10.3632 | 17.5975 | 2.8773 | 2.7763 | 3.269 | 2.2421 |
Largest Winning Trade | 1509831 | 1509831 | 75571 | 1509831 | 1509831 | 1329611 |
Largest Losing Trade | -44391 | -34614 | -44391 | -892865 | -727066 | -892865 |
Avg Bars in Trades | 106 | 101 | 110 | 106 | 101 | 110 |
Avg Bars in Winners | 257 | 254 | 259 | 257 | 254 | 259 |
Avg Bars in Losers | 41 | 38 | 45 | 41 | 38 | 45 |
Bars Traded | 7110 | 3457 | 3653 | 7110 | 3457 | 3653 |
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 | -109055 | 410657 | -320598 | -141924 | -1107 | -585684 |
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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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