Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1143866.8661 | 1120170.5988 | 23696.2673 | 1311544.3225 | 1445018.2427 | -133473.9202 |
Total P&L (%) | 1143.8669 | 1120.1706 | 23.6963 | 1311.5443 | 1445.0182 | -133.4739 |
Avg Daily Profit (%) | 0.6312 | 0.6181 | 0.0131 | 0.1462 | 0.1512 | 0 |
Buy And Hold Return (%) | 484.8656 | 484.8656 | 484.8656 | 484.8656 | 484.8656 | 484.8656 |
Max Trade Drawdown | -148606 | -84657 | -129051 | -632619 | -430462 | -716977 |
Profit Factor | 3.0113 | 5.2411 | 1.0778 | 1.4188 | 2.0178 | 0.922 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 42.4242 | 39.3939 | 45.4545 | 42.4242 | 39.3939 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.0868 | 8.0633 | 1.2934 | 1.9255 | 3.1044 | 1.1065 |
Largest Winning Trade | 759245 | 759245 | 64316 | 644238 | 644238 | 438627 |
Largest Losing Trade | -63213 | -34495 | -63213 | -350572 | -350572 | -347292 |
Avg Bars in Trades | 78 | 88 | 67 | 78 | 88 | 67 |
Avg Bars in Winners | 113 | 127 | 101 | 113 | 127 | 101 |
Avg Bars in Losers | 52 | 64 | 39 | 52 | 64 | 39 |
Bars Traded | 5173 | 2934 | 2239 | 5173 | 2934 | 2239 |
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 | -118743 | 382071 | -477897 | -130663 | 150371 | -580903 |
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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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