Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166925.6948 | 1121309.1455 | 45616.5493 | 860375.3596 | 3236137.5501 | -2375762.1905 |
Total P&L (%) | 1166.9257 | 1121.3091 | 45.6165 | 860.3754 | 3236.1376 | -2375.7622 |
Avg Daily Profit (%) | 0.4663 | 0.4481 | 0.0182 | 0.0904 | 0.1403 | 0 |
Buy And Hold Return (%) | 463.044 | 463.044 | 463.044 | 463.044 | 463.044 | 463.044 |
Max Trade Drawdown | -103297 | -83727 | -85014 | -5920689 | -3268978 | -3691547 |
Profit Factor | 3.4832 | 6.3331 | 1.1757 | 1.0685 | 1.6484 | 0.6865 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 38.9831 | 36.6667 | 41.3793 | 38.9831 | 36.6667 | 41.3793 |
Ratio Avg Win / Avg Loss | 5.452 | 10.939 | 1.6655 | 1.6724 | 2.8472 | 0.9725 |
Largest Winning Trade | 766551 | 766551 | 44619 | 4298870 | 4298870 | 1195631 |
Largest Losing Trade | -76593 | -36848 | -76593 | -3088690 | -1569951 | -3088690 |
Avg Bars in Trades | 244 | 230 | 259 | 244 | 230 | 259 |
Avg Bars in Winners | 456 | 444 | 467 | 456 | 444 | 467 |
Avg Bars in Losers | 109 | 106 | 113 | 109 | 106 | 113 |
Bars Traded | 14446 | 6910 | 7536 | 14446 | 6910 | 7536 |
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 | -170622 | 337525 | -363865 | -407812 | -7489 | -584185 |
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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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