Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147537.2569 | 1048463.2026 | 99074.0543 | 2926079.1041 | 612897.4512 | 2313181.6529 |
Total P&L (%) | 1147.5373 | 1048.4632 | 99.0741 | 2926.0791 | 612.8975 | 2313.1817 |
Avg Daily Profit (%) | 0.6168 | 0.5635 | 0.0533 | 0.1834 | 0.1056 | 0.1713 |
Buy And Hold Return (%) | 148.9796 | 148.9796 | 148.9796 | 148.9796 | 148.9796 | 148.9796 |
Max Trade Drawdown | -74030 | -64964 | -49326 | -3859038 | -3560080 | -2164064 |
Profit Factor | 3.191 | 5.5077 | 1.3403 | 1.2738 | 1.0953 | 1.5434 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 47.619 | 50 | 45.1613 | 47.619 | 50 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.5101 | 5.5077 | 1.6275 | 1.4012 | 1.0953 | 1.8741 |
Largest Winning Trade | 753251 | 753251 | 73340 | 2034997 | 2034997 | 2021590 |
Largest Losing Trade | -39206 | -30943 | -39206 | -1590305 | -1590305 | -737384 |
Avg Bars in Trades | 114 | 111 | 118 | 114 | 111 | 118 |
Avg Bars in Winners | 183 | 169 | 199 | 183 | 169 | 199 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 7238 | 3561 | 3677 | 7238 | 3561 | 3677 |
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 | -134226 | 694073 | -288063 | -144105 | -169381 | 307895 |
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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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