Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933654.2798 | 793512.1833 | 140142.0965 | 2562464.0671 | 1955880.6327 | 606583.4344 |
Total P&L (%) | 933.6543 | 793.5122 | 140.1421 | 2562.4641 | 1955.8806 | 606.5834 |
Avg Daily Profit (%) | 0.5112 | 0.4344 | 0.0767 | 0.1798 | 0.1657 | 0.1071 |
Buy And Hold Return (%) | 152.3478 | 152.3478 | 152.3478 | 152.3478 | 152.3478 | 152.3478 |
Max Trade Drawdown | -64709 | -65652 | -46147 | -1559707 | -1299199 | -698830 |
Profit Factor | 3.2679 | 4.7171 | 1.707 | 1.5887 | 1.8102 | 1.3129 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 39.6825 | 35.4839 | 43.75 | 39.6825 | 35.4839 | 43.75 |
Ratio Avg Win / Avg Loss | 4.9672 | 8.5766 | 2.1947 | 2.4149 | 3.2912 | 1.688 |
Largest Winning Trade | 471907 | 471907 | 69125 | 1816614 | 1816614 | 1032043 |
Largest Losing Trade | -29346 | -25518 | -29346 | -487881 | -487881 | -335942 |
Avg Bars in Trades | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Winners | 86 | 96 | 79 | 86 | 96 | 79 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 3317 | 1699 | 1618 | 3317 | 1699 | 1618 |
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 | -138926 | 386986 | -255509 | -144465 | 197749 | -53007 |
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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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