Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191182.2566 | 1114726.6292 | 76455.6275 | 2021009.8566 | -600813.3328 | 2621823.1895 |
Total P&L (%) | 1191.1823 | 1114.7266 | 76.4556 | 2021.0099 | -600.8133 | 2621.8232 |
Avg Daily Profit (%) | 0.5719 | 0.5352 | 0.0367 | 0.1468 | 0 | 0.1587 |
Buy And Hold Return (%) | 245.8806 | 245.8806 | 245.8806 | 245.8806 | 245.8806 | 245.8806 |
Max Trade Drawdown | -86467 | -87797 | -57344 | -5990871 | -5291295 | -2295931 |
Profit Factor | 3.5483 | 5.6838 | 1.3332 | 1.1185 | 0.9407 | 1.3786 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 43.75 | 34.375 | 53.125 | 43.75 | 34.375 | 53.125 |
Ratio Avg Win / Avg Loss | 4.5621 | 10.8509 | 1.1764 | 1.4381 | 1.7959 | 1.2164 |
Largest Winning Trade | 747543 | 747543 | 56899 | 2387469 | 2387469 | 1903303 |
Largest Losing Trade | -44680 | -31829 | -44680 | -2542770 | -2542770 | -2295931 |
Avg Bars in Trades | 381 | 359 | 403 | 381 | 359 | 403 |
Avg Bars in Winners | 614 | 687 | 567 | 614 | 687 | 567 |
Avg Bars in Losers | 200 | 188 | 217 | 200 | 188 | 217 |
Bars Traded | 24414 | 11510 | 12904 | 24414 | 11510 | 12904 |
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 | -129733 | 408320 | -308983 | -233110 | -584108 | 310387 |
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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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