Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097194.7607 | 1055408.2733 | 41786.4874 | 719233.7166 | 332780.2641 | 386453.4525 |
Total P&L (%) | 1097.1948 | 1055.4083 | 41.7865 | 719.2337 | 332.7803 | 386.4535 |
Avg Daily Profit (%) | 0.5905 | 0.568 | 0.0225 | 0.1133 | 0.0789 | 0.0852 |
Buy And Hold Return (%) | 110.3664 | 110.3664 | 110.3664 | 110.3664 | 110.3664 | 110.3664 |
Max Trade Drawdown | -98507 | -50585 | -109580 | -786255 | -645794 | -480263 |
Profit Factor | 3.104 | 5.7603 | 1.1394 | 1.2223 | 1.1795 | 1.2798 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 50 | 46.875 | 53.125 | 50 | 46.875 | 53.125 |
Ratio Avg Win / Avg Loss | 3.104 | 6.5283 | 1.0053 | 1.2223 | 1.3367 | 1.1292 |
Largest Winning Trade | 846085 | 846085 | 73678 | 434385 | 434385 | 412470 |
Largest Losing Trade | -67388 | -34002 | -67388 | -415620 | -415620 | -251885 |
Avg Bars in Trades | 112 | 106 | 118 | 112 | 106 | 118 |
Avg Bars in Winners | 172 | 178 | 168 | 172 | 178 | 168 |
Avg Bars in Losers | 52 | 43 | 63 | 52 | 43 | 63 |
Bars Traded | 7221 | 3416 | 3805 | 7221 | 3416 | 3805 |
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 | -126193 | 658374 | -395419 | -185587 | -115073 | -81565 |
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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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