Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1222202.2462 | 1179272.357 | 42929.8892 | 2245520.2792 | 1956578.0545 | 288942.2247 |
Total P&L (%) | 1222.2022 | 1179.2724 | 42.9299 | 2245.5203 | 1956.5781 | 288.9422 |
Avg Daily Profit (%) | 0.674 | 0.6503 | 0.0237 | 0.1741 | 0.1669 | 0.0749 |
Buy And Hold Return (%) | 611.43 | 611.43 | 611.43 | 611.43 | 611.43 | 611.43 |
Max Trade Drawdown | -114654 | -111095 | -90085 | -662114 | -696959 | -783495 |
Profit Factor | 3.2708 | 5.3997 | 1.1589 | 1.4807 | 1.8619 | 1.1203 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 40.9091 | 39.3939 | 42.4242 | 40.9091 | 39.3939 | 42.4242 |
Ratio Avg Win / Avg Loss | 4.7244 | 8.3073 | 1.5728 | 2.1388 | 2.8645 | 1.5204 |
Largest Winning Trade | 831372 | 831372 | 66434 | 661251 | 661251 | 592616 |
Largest Losing Trade | -33022 | -31443 | -33022 | -437622 | -418691 | -437622 |
Avg Bars in Trades | 78 | 89 | 66 | 78 | 89 | 66 |
Avg Bars in Winners | 105 | 116 | 95 | 105 | 116 | 95 |
Avg Bars in Losers | 59 | 72 | 45 | 59 | 72 | 45 |
Bars Traded | 5164 | 2968 | 2196 | 5164 | 2968 | 2196 |
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 | -120867 | 304607 | -374636 | -124710 | 151407 | -348706 |
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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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