Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1261213.9865 | 1307425.7081 | -46211.7216 | 227100.2784 | 225722.8325 | 1377.446 |
Total P&L (%) | 1261.214 | 1307.4257 | -46.2117 | 227.1003 | 225.7228 | 1.3774 |
Avg Daily Profit (%) | 0.6755 | 0.7002 | -0.0248 | 0.0635 | 0.0633 | 0.0007 |
Buy And Hold Return (%) | 551.2253 | 551.2253 | 551.2253 | 551.2253 | 551.2253 | 551.2253 |
Max Trade Drawdown | -125630 | -158833 | -101075 | -1422265 | -1603955 | -508220 |
Profit Factor | 3.0745 | 4.9879 | 0.835 | 1.0586 | 1.0936 | 1.0009 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 33.8462 | 31.25 | 36.3636 | 33.8462 | 31.25 | 36.3636 |
Ratio Avg Win / Avg Loss | 6.0093 | 10.9734 | 1.4613 | 2.0691 | 2.406 | 1.7516 |
Largest Winning Trade | 877438 | 877438 | 54936 | 1419381 | 1419381 | 345156 |
Largest Losing Trade | -37241 | -34326 | -37241 | -337288 | -337288 | -325498 |
Avg Bars in Trades | 168 | 146 | 189 | 168 | 146 | 189 |
Avg Bars in Winners | 297 | 292 | 302 | 297 | 292 | 302 |
Avg Bars in Losers | 102 | 80 | 125 | 102 | 80 | 125 |
Bars Traded | 10942 | 4683 | 6259 | 10942 | 4683 | 6259 |
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 | -129552 | 301151 | -584439 | -571455 | -397986 | -581316 |
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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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