Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1549097.0941 | 1434229.9144 | 114867.1797 | 4511324.0529 | 1257731.4784 | 3253592.5746 |
Total P&L (%) | 1549.0971 | 1434.2299 | 114.8672 | 4511.3241 | 1257.7315 | 3253.5926 |
Avg Daily Profit (%) | 0.8224 | 0.7614 | 0.061 | 0.2036 | 0.1386 | 0.1867 |
Buy And Hold Return (%) | 279.1398 | 279.1398 | 279.1398 | 279.1398 | 279.1398 | 279.1398 |
Max Trade Drawdown | -97696 | -102093 | -65614 | -2117570 | -2376304 | -1116284 |
Profit Factor | 4.5959 | 7.1044 | 1.5865 | 1.4602 | 1.2124 | 1.8378 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 43.0769 | 33.3333 | 53.125 | 43.0769 | 33.3333 | 53.125 |
Ratio Avg Win / Avg Loss | 6.0731 | 14.2088 | 1.3999 | 1.9295 | 2.4249 | 1.6216 |
Largest Winning Trade | 1124981 | 1124981 | 57645 | 2047853 | 2047853 | 1536284 |
Largest Losing Trade | -36743 | -29122 | -36743 | -984715 | -984715 | -724444 |
Avg Bars in Trades | 167 | 155 | 180 | 167 | 155 | 180 |
Avg Bars in Winners | 274 | 281 | 269 | 274 | 281 | 269 |
Avg Bars in Losers | 87 | 92 | 79 | 87 | 92 | 79 |
Bars Traded | 10919 | 5145 | 5774 | 10919 | 5145 | 5774 |
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 | -119252 | 490203 | -275068 | -128727 | -15248 | 424211 |
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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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