Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1494843.5606 | 1404906.2823 | 89937.2783 | 334598.745 | -751468.2222 | 1086066.9672 |
Total P&L (%) | 1494.8436 | 1404.9063 | 89.9373 | 334.5987 | -751.4682 | 1086.067 |
Avg Daily Profit (%) | 0.8373 | 0.787 | 0.0504 | 0.0823 | 0 | 0.1386 |
Buy And Hold Return (%) | 225.9055 | 225.9055 | 225.9055 | 225.9055 | 225.9055 | 225.9055 |
Max Trade Drawdown | -197408 | -142115 | -99082 | -2754370 | -2058833 | -1538093 |
Profit Factor | 4.5192 | 6.9339 | 1.4784 | 1.0665 | 0.7291 | 1.4804 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.0769 | 37.5 | 48.4848 | 43.0769 | 37.5 | 48.4848 |
Ratio Avg Win / Avg Loss | 5.9719 | 11.5566 | 1.5708 | 1.4093 | 1.2151 | 1.573 |
Largest Winning Trade | 1534335 | 1534335 | 66302 | 1254646 | 1254646 | 909262 |
Largest Losing Trade | -35935 | -29283 | -35935 | -828954 | -477402 | -828954 |
Avg Bars in Trades | 92 | 103 | 82 | 92 | 103 | 82 |
Avg Bars in Winners | 125 | 170 | 92 | 125 | 170 | 92 |
Avg Bars in Losers | 67 | 62 | 73 | 67 | 62 | 73 |
Bars Traded | 6022 | 3296 | 2726 | 6022 | 3296 | 2726 |
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 | -118584 | 582068 | -289742 | -385505 | -584004 | -7366 |
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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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