Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1678985.2272 | 1619915.3787 | 59069.8485 | 695179.097 | 63111.7688 | 632067.3283 |
Total P&L (%) | 1678.9852 | 1619.9154 | 59.0698 | 695.1791 | 63.1118 | 632.0673 |
Avg Daily Profit (%) | 0.9087 | 0.8767 | 0.032 | 0.1123 | 0.0265 | 0.1078 |
Buy And Hold Return (%) | 79.9242 | 79.9242 | 79.9242 | 79.9242 | 79.9242 | 79.9242 |
Max Trade Drawdown | -84201 | -116327 | -46238 | -1607498 | -1810423 | -511494 |
Profit Factor | 4.7052 | 7.2089 | 1.3073 | 1.1418 | 1.0204 | 1.3492 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 30.5085 | 30 | 31.0345 | 30.5085 | 30 | 31.0345 |
Ratio Avg Win / Avg Loss | 10.7174 | 16.8209 | 2.905 | 2.6008 | 2.381 | 2.9982 |
Largest Winning Trade | 1510509 | 1510509 | 61182 | 1227767 | 1227767 | 545412 |
Largest Losing Trade | -37715 | -37715 | -36133 | -857176 | -857176 | -511494 |
Avg Bars in Trades | 118 | 105 | 131 | 118 | 105 | 131 |
Avg Bars in Winners | 247 | 219 | 274 | 247 | 219 | 274 |
Avg Bars in Losers | 61 | 56 | 67 | 61 | 56 | 67 |
Bars Traded | 6966 | 3153 | 3813 | 6966 | 3153 | 3813 |
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 | -166518 | 501679 | -322149 | -293464 | -528062 | -54597 |
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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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