Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1212835.5321 | 1183536.7155 | 29298.8166 | 1967753.4665 | 1801337.6232 | 166415.8433 |
Total P&L (%) | 1212.8355 | 1183.5367 | 29.2988 | 1967.7535 | 1801.3376 | 166.4158 |
Avg Daily Profit (%) | 0.6683 | 0.6521 | 0.0161 | 0.167 | 0.1624 | 0.054 |
Buy And Hold Return (%) | 607.8014 | 607.8014 | 607.8014 | 607.8014 | 607.8014 | 607.8014 |
Max Trade Drawdown | -172002 | -85806 | -127770 | -675865 | -611120 | -493863 |
Profit Factor | 3.46 | 5.7283 | 1.1207 | 1.7736 | 2.5153 | 1.1228 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 38.806 | 39.3939 | 38.2353 | 38.806 | 39.3939 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.4562 | 8.8127 | 1.8104 | 2.7969 | 3.8697 | 1.8138 |
Largest Winning Trade | 647037 | 647037 | 75743 | 1150042 | 1150042 | 604558 |
Largest Losing Trade | -40840 | -40840 | -36748 | -460876 | -460876 | -241781 |
Avg Bars in Trades | 158 | 175 | 141 | 158 | 175 | 141 |
Avg Bars in Winners | 280 | 297 | 264 | 280 | 297 | 264 |
Avg Bars in Losers | 80 | 96 | 65 | 80 | 96 | 65 |
Bars Traded | 10606 | 5784 | 4822 | 10606 | 5784 | 4822 |
Profit Streak | 0 | 401.4503 | 0 | 0 | 401.4503 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113892 | 367888 | -428281 | -117411 | 237462 | -375465 |
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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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