Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1344392.8991 | 1278925.0376 | 65467.8615 | 812395.4453 | 587124.6549 | 225270.7904 |
Total P&L (%) | 1344.3929 | 1278.925 | 65.4679 | 812.3954 | 587.1247 | 225.2708 |
Avg Daily Profit (%) | 0.7231 | 0.6879 | 0.0352 | 0.119 | 0.1037 | 0.0635 |
Buy And Hold Return (%) | 62.9647 | 62.9647 | 62.9647 | 62.9647 | 62.9647 | 62.9647 |
Max Trade Drawdown | -102423 | -89815 | -72533 | -874068 | -675748 | -536710 |
Profit Factor | 3.6983 | 6.2388 | 1.2576 | 1.2447 | 1.3562 | 1.1347 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 35.8209 | 32.3529 | 39.3939 | 35.8209 | 32.3529 | 39.3939 |
Ratio Avg Win / Avg Loss | 6.6262 | 13.0447 | 1.9348 | 2.2301 | 2.8357 | 1.7457 |
Largest Winning Trade | 1173260 | 1173260 | 66660 | 843037 | 843037 | 406004 |
Largest Losing Trade | -40561 | -26292 | -40561 | -371094 | -292674 | -371094 |
Avg Bars in Trades | 160 | 140 | 180 | 160 | 140 | 180 |
Avg Bars in Winners | 300 | 282 | 316 | 300 | 282 | 316 |
Avg Bars in Losers | 82 | 73 | 92 | 82 | 73 | 92 |
Bars Traded | 10755 | 4788 | 5967 | 10755 | 4788 | 5967 |
Profit Streak | 0 | 0 | 51.4234 | 0 | 0 | 51.4234 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107442 | 498821 | -301914 | -159671 | -59436 | -185583 |
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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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