Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2244200.297 | 2162785.5018 | 81414.7952 | 3210593.9121 | 2071445.4654 | 1139148.4467 |
Total P&L (%) | 2244.2003 | 2162.7855 | 81.4148 | 3210.5939 | 2071.4455 | 1139.1484 |
Avg Daily Profit (%) | 1.2019 | 1.1583 | 0.0436 | 0.1876 | 0.165 | 0.1349 |
Buy And Hold Return (%) | 551.5019 | 551.5019 | 551.5019 | 551.5019 | 551.5019 | 551.5019 |
Max Trade Drawdown | -120864 | -129132 | -94872 | -3043226 | -4013504 | -2791601 |
Profit Factor | 5.2787 | 7.8354 | 1.3912 | 1.2504 | 1.2733 | 1.2172 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 37.0968 | 32.2581 | 41.9355 | 37.0968 | 32.2581 | 41.9355 |
Ratio Avg Win / Avg Loss | 8.9508 | 16.4543 | 1.9263 | 2.1202 | 2.674 | 1.6853 |
Largest Winning Trade | 1640855 | 1640855 | 62433 | 2565508 | 2565508 | 1768083 |
Largest Losing Trade | -73156 | -37654 | -73156 | -2641128 | -1243246 | -2641128 |
Avg Bars in Trades | 115 | 120 | 110 | 115 | 120 | 110 |
Avg Bars in Winners | 192 | 193 | 191 | 192 | 193 | 191 |
Avg Bars in Losers | 70 | 86 | 51 | 70 | 86 | 51 |
Bars Traded | 7176 | 3748 | 3428 | 7176 | 3748 | 3428 |
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 | -144442 | 459855 | -301873 | -155757 | -608 | -21477 |
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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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