Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1798099.9798 | 1698017.7953 | 100082.1845 | 1954161.5281 | 703675.6464 | 1250485.8817 |
Total P&L (%) | 1798.1 | 1698.0178 | 100.0822 | 1954.1615 | 703.6756 | 1250.4859 |
Avg Daily Profit (%) | 0.9681 | 0.9142 | 0.0539 | 0.1629 | 0.1123 | 0.1402 |
Buy And Hold Return (%) | 36.713 | 36.713 | 36.713 | 36.713 | 36.713 | 36.713 |
Max Trade Drawdown | -83106 | -68339 | -57804 | -2731557 | -2107252 | -1114737 |
Profit Factor | 5.4333 | 9.1842 | 1.5052 | 1.2308 | 1.1538 | 1.3214 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 34.4828 | 31.0345 | 37.931 | 34.4828 | 31.0345 | 37.931 |
Ratio Avg Win / Avg Loss | 10.3232 | 20.4093 | 2.463 | 2.3385 | 2.5639 | 2.1622 |
Largest Winning Trade | 1600665 | 1600665 | 62606 | 1679234 | 1679234 | 1384702 |
Largest Losing Trade | -29696 | -27666 | -29696 | -668186 | -668186 | -579680 |
Avg Bars in Trades | 184 | 157 | 211 | 184 | 157 | 211 |
Avg Bars in Winners | 364 | 314 | 406 | 364 | 314 | 406 |
Avg Bars in Losers | 89 | 87 | 92 | 89 | 87 | 92 |
Bars Traded | 10707 | 4571 | 6136 | 10707 | 4571 | 6136 |
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 | -164387 | 517062 | -126614 | -177319 | -100393 | -8815 |
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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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