Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153433.3583 | 1149291.6388 | 4141.7196 | 717831.4563 | 812807.1993 | -94975.743 |
Total P&L (%) | 1153.4334 | 1149.2916 | 4.1417 | 717.8315 | 812.8072 | -94.9757 |
Avg Daily Profit (%) | 0.6344 | 0.6321 | 0.0023 | 0.1156 | 0.1217 | -0.1644 |
Buy And Hold Return (%) | 638.0714 | 638.0714 | 638.0714 | 638.0714 | 638.0714 | 638.0714 |
Max Trade Drawdown | -179645 | -92599 | -140729 | -897762 | -534529 | -447714 |
Profit Factor | 2.9808 | 5.0947 | 1.0137 | 1.3249 | 1.7611 | 0.9168 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 40.625 | 40.625 | 40.625 | 40.625 | 40.625 | 40.625 |
Ratio Avg Win / Avg Loss | 4.3565 | 7.4461 | 1.4816 | 1.9364 | 2.5739 | 1.3399 |
Largest Winning Trade | 610674 | 610674 | 77483 | 492469 | 492469 | 245688 |
Largest Losing Trade | -71264 | -44868 | -71264 | -248468 | -248468 | -211890 |
Avg Bars in Trades | 166 | 155 | 178 | 166 | 155 | 178 |
Avg Bars in Winners | 278 | 255 | 302 | 278 | 255 | 302 |
Avg Bars in Losers | 90 | 87 | 93 | 90 | 87 | 93 |
Bars Traded | 10682 | 4975 | 5707 | 10682 | 4975 | 5707 |
Profit Streak | 0 | 161.3721 | 0 | 0 | 161.3721 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138150 | 326021 | -564648 | -311155 | -109690 | -582789 |
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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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