Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1521604.02 | 1420400.433 | 101203.587 | 2065878.9761 | 358805.1384 | 1707073.8377 |
Total P&L (%) | 1521.604 | 1420.4004 | 101.2036 | 2065.879 | 358.8051 | 1707.0738 |
Avg Daily Profit (%) | 0.8235 | 0.7687 | 0.0548 | 0.1666 | 0.0825 | 0.1568 |
Buy And Hold Return (%) | 67.9929 | 67.9929 | 67.9929 | 67.9929 | 67.9929 | 67.9929 |
Max Trade Drawdown | -73138 | -75652 | -72563 | -1872571 | -1321739 | -789160 |
Profit Factor | 4.9856 | 8.6048 | 1.519 | 1.393 | 1.1226 | 1.7328 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 35.5932 | 33.3333 | 37.931 | 35.5932 | 33.3333 | 37.931 |
Ratio Avg Win / Avg Loss | 9.0216 | 17.2097 | 2.4856 | 2.5207 | 2.2452 | 2.8355 |
Largest Winning Trade | 1306248 | 1306248 | 63475 | 1043892 | 1032532 | 1043892 |
Largest Losing Trade | -36611 | -18990 | -36611 | -652915 | -652915 | -431275 |
Avg Bars in Trades | 119 | 102 | 136 | 119 | 102 | 136 |
Avg Bars in Winners | 235 | 214 | 254 | 235 | 214 | 254 |
Avg Bars in Losers | 54 | 46 | 64 | 54 | 46 | 64 |
Bars Traded | 7022 | 3068 | 3954 | 7022 | 3068 | 3954 |
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 | -164409 | 536324 | -135811 | -175864 | -175056 | 223349 |
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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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