Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342916.7975 | 1290265.6224 | 52651.175 | 2254505.5247 | 1805527.9604 | 448977.5643 |
Total P&L (%) | 1342.9168 | 1290.2656 | 52.6512 | 2254.5055 | 1805.528 | 448.9776 |
Avg Daily Profit (%) | 0.5373 | 0.5163 | 0.0211 | 0.1265 | 0.118 | 0.0682 |
Buy And Hold Return (%) | 431.4378 | 431.4378 | 431.4378 | 431.4378 | 431.4378 | 431.4378 |
Max Trade Drawdown | -119503 | -73504 | -93073 | -5910107 | -3161444 | -4417909 |
Profit Factor | 3.7082 | 6.7864 | 1.1929 | 1.1561 | 1.2492 | 1.0624 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 37.5 | 34.375 | 40.625 | 37.5 | 34.375 | 40.625 |
Ratio Avg Win / Avg Loss | 6.1804 | 12.9559 | 1.7435 | 1.9268 | 2.3848 | 1.5527 |
Largest Winning Trade | 923274 | 923274 | 56613 | 3348650 | 3348650 | 2365210 |
Largest Losing Trade | -43923 | -27780 | -43923 | -1238318 | -1031087 | -1238318 |
Avg Bars in Trades | 230 | 211 | 249 | 230 | 211 | 249 |
Avg Bars in Winners | 451 | 424 | 473 | 451 | 424 | 473 |
Avg Bars in Losers | 98 | 100 | 95 | 98 | 100 | 95 |
Bars Traded | 14762 | 6781 | 7981 | 14762 | 6781 | 7981 |
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 | -133880 | 361478 | -341351 | -221320 | -42335 | -409559 |
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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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