Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1271430.2205 | 1250004.5742 | 21425.6462 | 1558480.6218 | 2396324.5045 | -837843.8827 |
Total P&L (%) | 1271.4302 | 1250.0046 | 21.4256 | 1558.4806 | 2396.3245 | -837.8439 |
Avg Daily Profit (%) | 0.7017 | 0.6898 | 0.0118 | 0.1551 | 0.1777 | 0 |
Buy And Hold Return (%) | 582.6175 | 582.6175 | 582.6175 | 582.6175 | 582.6175 | 582.6175 |
Max Trade Drawdown | -186140 | -110360 | -119187 | -1814391 | -656975 | -1423415 |
Profit Factor | 3.6483 | 6.2977 | 1.0878 | 1.3762 | 2.4508 | 0.6637 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 37.7049 | 36.6667 | 38.7097 | 37.7049 | 36.6667 | 38.7097 |
Ratio Avg Win / Avg Loss | 6.0276 | 10.8778 | 1.7223 | 2.2737 | 4.2332 | 1.0508 |
Largest Winning Trade | 758524 | 758524 | 72070 | 1610120 | 1610120 | 652614 |
Largest Losing Trade | -32001 | -29655 | -32001 | -496268 | -305889 | -496268 |
Avg Bars in Trades | 57 | 53 | 62 | 57 | 53 | 62 |
Avg Bars in Winners | 110 | 106 | 115 | 110 | 106 | 115 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 3530 | 1597 | 1933 | 3530 | 1597 | 1933 |
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 | -157603 | 345641 | -470130 | -165144 | 185869 | -583541 |
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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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