Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024252.8998 | 914114.8762 | 110138.0236 | 7826236.4286 | 2013368.819 | 5812867.6096 |
Total P&L (%) | 1024.2529 | 914.1149 | 110.138 | 7826.2364 | 2013.3688 | 5812.8676 |
Avg Daily Profit (%) | 0.4307 | 0.3844 | 0.0463 | 0.1841 | 0.1284 | 0.1717 |
Buy And Hold Return (%) | 286.4359 | 286.4359 | 286.4359 | 286.4359 | 286.4359 | 286.4359 |
Max Trade Drawdown | -104763 | -106929 | -58569 | -3908168 | -4419283 | -2188338 |
Profit Factor | 3.2539 | 4.7885 | 1.5167 | 1.4244 | 1.1764 | 1.8271 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 38.7097 | 35.4839 | 41.9355 | 38.7097 | 35.4839 | 41.9355 |
Ratio Avg Win / Avg Loss | 5.152 | 8.7063 | 2.1001 | 2.2553 | 2.1389 | 2.5299 |
Largest Winning Trade | 275221 | 275221 | 61911 | 4319436 | 3984626 | 4319436 |
Largest Losing Trade | -42329 | -34822 | -42329 | -1878549 | -1878549 | -1237524 |
Avg Bars in Trades | 110 | 103 | 117 | 110 | 103 | 117 |
Avg Bars in Winners | 165 | 176 | 156 | 165 | 176 | 156 |
Avg Bars in Losers | 75 | 63 | 88 | 75 | 63 | 88 |
Bars Traded | 6846 | 3217 | 3629 | 6846 | 3217 | 3629 |
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 | -149537 | 310591 | -297487 | -153311 | -52260 | 291111 |
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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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