Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907040.2791 | 787525.6265 | 119514.6526 | 5456504.1361 | 5164204.8533 | 292299.2828 |
Total P&L (%) | 907.0403 | 787.5256 | 119.5147 | 5456.5041 | 5164.2049 | 292.2993 |
Avg Daily Profit (%) | 0.502 | 0.4358 | 0.0661 | 0.2226 | 0.2196 | 0.0757 |
Buy And Hold Return (%) | 211.1314 | 211.1314 | 211.1314 | 211.1314 | 211.1314 | 211.1314 |
Max Trade Drawdown | -52891 | -32035 | -44571 | -3192953 | -1998453 | -2941765 |
Profit Factor | 4.1145 | 7.2929 | 1.7196 | 1.5628 | 2.3083 | 1.0508 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 30.1587 | 32.2581 | 28.125 | 30.1587 | 32.2581 | 28.125 |
Ratio Avg Win / Avg Loss | 9.5282 | 15.3151 | 4.3945 | 3.6191 | 4.8475 | 2.6855 |
Largest Winning Trade | 383782 | 383782 | 65889 | 3112554 | 3112554 | 2648998 |
Largest Losing Trade | -21557 | -13889 | -21557 | -1646899 | -892876 | -1646899 |
Avg Bars in Trades | 54 | 48 | 61 | 54 | 48 | 61 |
Avg Bars in Winners | 142 | 121 | 166 | 142 | 121 | 166 |
Avg Bars in Losers | 17 | 13 | 19 | 17 | 13 | 19 |
Bars Traded | 3454 | 1501 | 1953 | 3454 | 1501 | 1953 |
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 | -143188 | 330472 | -283212 | -147962 | 203788 | -317642 |
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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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