Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833208.9977 | 771752.6155 | 61456.3822 | 1547380.184 | 1502846.5569 | 44533.6272 |
Total P&L (%) | 833.209 | 771.7526 | 61.4564 | 1547.3802 | 1502.8466 | 44.5336 |
Avg Daily Profit (%) | 0.4612 | 0.4272 | 0.034 | 0.1552 | 0.1537 | 0.0204 |
Buy And Hold Return (%) | 262.2094 | 262.2094 | 262.2094 | 262.2094 | 262.2094 | 262.2094 |
Max Trade Drawdown | -82519 | -59659 | -38412 | -1684422 | -1200488 | -832812 |
Profit Factor | 2.6435 | 3.9453 | 1.2509 | 1.2767 | 1.5223 | 1.0164 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 46.1538 | 40.625 | 51.5152 | 46.1538 | 40.625 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.084 | 5.7662 | 1.1773 | 1.4895 | 2.225 | 0.9566 |
Largest Winning Trade | 341092 | 341092 | 74500 | 1573658 | 1573658 | 684197 |
Largest Losing Trade | -40218 | -40218 | -31439 | -615149 | -465540 | -615149 |
Avg Bars in Trades | 160 | 146 | 173 | 160 | 146 | 173 |
Avg Bars in Winners | 265 | 276 | 257 | 265 | 276 | 257 |
Avg Bars in Losers | 69 | 56 | 85 | 69 | 56 | 85 |
Bars Traded | 10410 | 4677 | 5733 | 10410 | 4677 | 5733 |
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 | -125414 | 365813 | -313268 | -130909 | 204183 | -535369 |
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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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