Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792751.8388 | 680463.7229 | 112288.1159 | 11395244.0731 | 10254185.1735 | 1141058.8995 |
Total P&L (%) | 792.7518 | 680.4637 | 112.2881 | 11395.2441 | 10254.1852 | 1141.0589 |
Avg Daily Profit (%) | 0.3172 | 0.2723 | 0.0449 | 0.19 | 0.1858 | 0.1008 |
Buy And Hold Return (%) | 570.7628 | 570.7628 | 570.7628 | 570.7628 | 570.7628 | 570.7628 |
Max Trade Drawdown | -49614 | -52399 | -24099 | -1079476 | -649901 | -1002015 |
Profit Factor | 3.8887 | 5.3169 | 1.9613 | 3.7375 | 6.3787 | 1.5057 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 52.1739 | 52.9412 | 51.4286 | 52.1739 | 52.9412 | 51.4286 |
Ratio Avg Win / Avg Loss | 3.5647 | 4.7262 | 1.8524 | 3.426 | 5.6699 | 1.4221 |
Largest Winning Trade | 302061 | 302061 | 47189 | 5141446 | 5141446 | 1231526 |
Largest Losing Trade | -22811 | -22811 | -14412 | -642429 | -425799 | -642429 |
Avg Bars in Trades | 210 | 342 | 81 | 210 | 342 | 81 |
Avg Bars in Winners | 252 | 396 | 108 | 252 | 396 | 108 |
Avg Bars in Losers | 163 | 281 | 52 | 163 | 281 | 52 |
Bars Traded | 14498 | 11639 | 2859 | 14498 | 11639 | 2859 |
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 | -134474 | -88935 | -294780 | -90896 | 605119 | -63340 |
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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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