Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155982.0168 | 1169107.1769 | -13125.1601 | 544277.4996 | 138400.4395 | 405877.0601 |
Total P&L (%) | 1155.982 | 1169.1072 | -13.1252 | 544.2775 | 138.4004 | 405.8771 |
Avg Daily Profit (%) | 0.5106 | 0.5164 | -0.0058 | 0.0823 | 0.0384 | 0.0716 |
Buy And Hold Return (%) | 545.9374 | 545.9374 | 545.9374 | 545.9374 | 545.9374 | 545.9374 |
Max Trade Drawdown | -152959 | -68017 | -189490 | -373714 | -380349 | -162082 |
Profit Factor | 3.2598 | 6.0123 | 0.9528 | 1.4204 | 1.1717 | 1.8313 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 41.9355 | 38.7097 | 45.1613 | 41.9355 | 38.7097 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.5136 | 9.5194 | 1.157 | 1.9668 | 1.8551 | 2.2237 |
Largest Winning Trade | 862850 | 862850 | 51345 | 239027 | 235863 | 239027 |
Largest Losing Trade | -62526 | -34502 | -62526 | -211631 | -211631 | -162082 |
Avg Bars in Trades | 66 | 76 | 56 | 66 | 76 | 56 |
Avg Bars in Winners | 101 | 106 | 96 | 101 | 106 | 96 |
Avg Bars in Losers | 41 | 57 | 23 | 41 | 57 | 23 |
Bars Traded | 4144 | 2382 | 1762 | 4144 | 2382 | 1762 |
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 | -151095 | 320176 | -581033 | -408390 | -342441 | -261524 |
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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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