Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090079.3482 | 1062070.2795 | 28009.0687 | 1049051.7408 | 931032.0462 | 118019.6945 |
Total P&L (%) | 1090.0793 | 1062.0703 | 28.0091 | 1049.0517 | 931.032 | 118.0197 |
Avg Daily Profit (%) | 0.4359 | 0.4247 | 0.0112 | 0.0977 | 0.0933 | 0.0312 |
Buy And Hold Return (%) | 493.5974 | 493.5974 | 493.5974 | 493.5974 | 493.5974 | 493.5974 |
Max Trade Drawdown | -120603 | -76124 | -106942 | -1849041 | -874387 | -1325373 |
Profit Factor | 2.8169 | 5.09 | 1.0823 | 1.2562 | 1.4384 | 1.0599 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 46.7742 | 45.1613 | 48.3871 | 46.7742 | 45.1613 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.2055 | 6.1807 | 1.1545 | 1.4295 | 1.7467 | 1.1305 |
Largest Winning Trade | 739146 | 739146 | 51742 | 1053367 | 1053367 | 510086 |
Largest Losing Trade | -52814 | -39915 | -52814 | -1242727 | -507403 | -1242727 |
Avg Bars in Trades | 78 | 88 | 67 | 78 | 88 | 67 |
Avg Bars in Winners | 112 | 126 | 100 | 112 | 126 | 100 |
Avg Bars in Losers | 47 | 57 | 37 | 47 | 57 | 37 |
Bars Traded | 4840 | 2737 | 2103 | 4840 | 2737 | 2103 |
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 | -149823 | 360704 | -474304 | -228154 | -75475 | -472356 |
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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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