Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1920825.2133 | 1793763.6213 | 127061.592 | 9944710.8414 | 3906301.7954 | 6038409.046 |
Total P&L (%) | 1920.8252 | 1793.7636 | 127.0616 | 9944.7108 | 3906.3018 | 6038.409 |
Avg Daily Profit (%) | 0.8519 | 0.7955 | 0.0564 | 0.2046 | 0.1638 | 0.1828 |
Buy And Hold Return (%) | 347.6038 | 347.6038 | 347.6038 | 347.6038 | 347.6038 | 347.6038 |
Max Trade Drawdown | -125963 | -42807 | -121659 | -6101694 | -5137294 | -2582661 |
Profit Factor | 5.4056 | 9.6788 | 1.5541 | 1.5161 | 1.3696 | 1.694 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.0769 | 39.3939 | 46.875 | 43.0769 | 39.3939 | 46.875 |
Ratio Avg Win / Avg Loss | 7.1431 | 14.8905 | 1.7613 | 2.0034 | 2.1071 | 1.9199 |
Largest Winning Trade | 1304402 | 1304402 | 56703 | 4688044 | 4688044 | 4351255 |
Largest Losing Trade | -42159 | -25407 | -42159 | -2706549 | -2706549 | -1342914 |
Avg Bars in Trades | 198 | 178 | 218 | 198 | 178 | 218 |
Avg Bars in Winners | 341 | 320 | 359 | 341 | 320 | 359 |
Avg Bars in Losers | 90 | 86 | 94 | 90 | 86 | 94 |
Bars Traded | 12890 | 5900 | 6990 | 12890 | 5900 | 6990 |
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 | -118649 | 586085 | -281949 | -128377 | 187170 | 354688 |
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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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