Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1632988.3273 | 1523718.0285 | 109270.2987 | 2655930.9217 | 78878.328 | 2577052.5937 |
Total P&L (%) | 1632.9883 | 1523.718 | 109.2703 | 2655.9309 | 78.8783 | 2577.0526 |
Avg Daily Profit (%) | 0.8758 | 0.8172 | 0.0586 | 0.178 | 0.0312 | 0.1765 |
Buy And Hold Return (%) | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 |
Max Trade Drawdown | -74336 | -71868 | -41247 | -2630103 | -2895388 | -1119963 |
Profit Factor | 5.4357 | 9.7337 | 1.5642 | 1.256 | 1.0131 | 1.5929 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 46.7742 | 41.9355 | 51.6129 | 46.7742 | 41.9355 | 51.6129 |
Ratio Avg Win / Avg Loss | 6.1854 | 13.4774 | 1.4664 | 1.4293 | 1.4027 | 1.4934 |
Largest Winning Trade | 1402880 | 1402880 | 69261 | 2132096 | 2132096 | 1284293 |
Largest Losing Trade | -38660 | -26007 | -38660 | -1119963 | -1018198 | -1119963 |
Avg Bars in Trades | 173 | 169 | 178 | 173 | 169 | 178 |
Avg Bars in Winners | 231 | 228 | 234 | 231 | 228 | 234 |
Avg Bars in Losers | 122 | 126 | 117 | 122 | 126 | 117 |
Bars Traded | 10769 | 5241 | 5528 | 10769 | 5241 | 5528 |
Profit Streak | 0 | 0 | 88.7478 | 0 | 0 | 88.7478 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138408 | 667189 | -115658 | -152089 | -367972 | 375778 |
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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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