Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1743556.6771 | 1611013.343 | 132543.3341 | 3533832.4149 | -683623.6682 | 4217456.0831 |
Total P&L (%) | 1743.5567 | 1611.0133 | 132.5433 | 3533.8324 | -683.6237 | 4217.4561 |
Avg Daily Profit (%) | 0.9414 | 0.8699 | 0.0716 | 0.1942 | 0 | 0.2035 |
Buy And Hold Return (%) | 40.5652 | 40.5652 | 40.5652 | 40.5652 | 40.5652 | 40.5652 |
Max Trade Drawdown | -67522 | -87200 | -40290 | -2860937 | -3150199 | -1552848 |
Profit Factor | 5.779 | 9.1013 | 1.7986 | 1.3401 | 0.8975 | 2.1338 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 41.2698 | 31.25 | 51.6129 | 41.2698 | 31.25 | 51.6129 |
Ratio Avg Win / Avg Loss | 8.224 | 20.0229 | 1.6862 | 1.907 | 1.9746 | 2.0004 |
Largest Winning Trade | 1489139 | 1489139 | 65384 | 2204690 | 2204690 | 1406342 |
Largest Losing Trade | -27365 | -27365 | -24301 | -912096 | -912096 | -743253 |
Avg Bars in Trades | 111 | 98 | 125 | 111 | 98 | 125 |
Avg Bars in Winners | 190 | 198 | 185 | 190 | 198 | 185 |
Avg Bars in Losers | 55 | 52 | 61 | 55 | 52 | 61 |
Bars Traded | 7027 | 3141 | 3886 | 7027 | 3141 | 3886 |
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 | -133017 | 519511 | -96675 | -145244 | -585324 | 442633 |
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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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