Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205916.4946 | 1134937.2279 | 70979.2667 | 1136881.8442 | -97818.4651 | 1234700.3093 |
Total P&L (%) | 1205.9165 | 1134.9372 | 70.9793 | 1136.8818 | -97.8185 | 1234.7003 |
Avg Daily Profit (%) | 0.4819 | 0.4535 | 0.0284 | 0.1006 | -0.1527 | 0.1036 |
Buy And Hold Return (%) | 365.2361 | 365.2361 | 365.2361 | 365.2361 | 365.2361 | 365.2361 |
Max Trade Drawdown | -173660 | -175206 | -6936 | -5033844 | -4877393 | -351995 |
Profit Factor | 3.7478 | 3.7819 | 3.2969 | 1.1258 | 0.9885 | 3.2316 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 47.619 | 38.7097 | 56.25 | 47.619 | 38.7097 | 56.25 |
Ratio Avg Win / Avg Loss | 4.1225 | 5.988 | 2.5643 | 1.2384 | 1.5651 | 2.5135 |
Largest Winning Trade | 810495 | 810495 | 22690 | 2672306 | 2672306 | 681180 |
Largest Losing Trade | -49454 | -49454 | -5505 | -1847049 | -1847049 | -314781 |
Avg Bars in Trades | 138 | 278 | 3 | 138 | 278 | 3 |
Avg Bars in Winners | 153 | 375 | 4 | 153 | 375 | 4 |
Avg Bars in Losers | 125 | 216 | 3 | 125 | 216 | 3 |
Bars Traded | 8745 | 8619 | 126 | 8745 | 8619 | 126 |
Profit Streak | 176.2566 | 0 | 420.7566 | 176.2566 | 0 | 420.7566 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136861 | 347759 | -312068 | -294762 | -582430 | -48454 |
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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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