Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083835.1732 | 1052018.3491 | 31816.8241 | 1273329.1783 | 1233849.983 | 39479.1953 |
Total P&L (%) | 1083.8352 | 1052.0183 | 31.8168 | 1273.3292 | 1233.85 | 39.4792 |
Avg Daily Profit (%) | 0.5974 | 0.5798 | 0.0175 | 0.1445 | 0.1429 | 0.0183 |
Buy And Hold Return (%) | 615.4747 | 615.4747 | 615.4747 | 615.4747 | 615.4747 | 615.4747 |
Max Trade Drawdown | -133602 | -90455 | -120450 | -1210559 | -851961 | -673411 |
Profit Factor | 2.8585 | 4.731 | 1.1056 | 1.3343 | 1.6562 | 1.0205 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 49.2063 | 51.6129 | 46.875 | 49.2063 | 51.6129 | 46.875 |
Ratio Avg Win / Avg Loss | 2.9507 | 4.4353 | 1.253 | 1.3774 | 1.5527 | 1.1565 |
Largest Winning Trade | 681100 | 681100 | 68437 | 689607 | 689607 | 671074 |
Largest Losing Trade | -65395 | -34223 | -65395 | -504088 | -504088 | -338695 |
Avg Bars in Trades | 81 | 77 | 86 | 81 | 77 | 86 |
Avg Bars in Winners | 115 | 103 | 129 | 115 | 103 | 129 |
Avg Bars in Losers | 49 | 48 | 49 | 49 | 48 | 49 |
Bars Traded | 5163 | 2389 | 2774 | 5163 | 2389 | 2774 |
Profit Streak | 0 | 154.1261 | 0 | 0 | 154.1261 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142899 | 402764 | -440782 | -157167 | -4457 | -533380 |
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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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