Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1765334.044 | 1657241.9887 | 108092.0553 | 2405532.3752 | 441573.8355 | 1963958.5397 |
Total P&L (%) | 1765.334 | 1657.242 | 108.0921 | 2405.5324 | 441.5738 | 1963.9585 |
Avg Daily Profit (%) | 0.9544 | 0.896 | 0.0584 | 0.1743 | 0.0914 | 0.1638 |
Buy And Hold Return (%) | 51.6286 | 51.6286 | 51.6286 | 51.6286 | 51.6286 | 51.6286 |
Max Trade Drawdown | -92996 | -82219 | -45477 | -1885394 | -1510169 | -800824 |
Profit Factor | 5.2137 | 8.6297 | 1.5358 | 1.3548 | 1.1205 | 1.6305 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 34.9206 | 31.25 | 38.7097 | 34.9206 | 31.25 | 38.7097 |
Ratio Avg Win / Avg Loss | 9.7165 | 18.9853 | 2.4317 | 2.5248 | 2.465 | 2.5816 |
Largest Winning Trade | 1544078 | 1544078 | 65797 | 1185386 | 1185386 | 1159967 |
Largest Losing Trade | -29001 | -18331 | -29001 | -591079 | -560520 | -591079 |
Avg Bars in Trades | 83 | 72 | 95 | 83 | 72 | 95 |
Avg Bars in Winners | 169 | 153 | 183 | 169 | 153 | 183 |
Avg Bars in Losers | 37 | 35 | 39 | 37 | 35 | 39 |
Bars Traded | 5259 | 2311 | 2948 | 5259 | 2311 | 2948 |
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 | -135890 | 520326 | -122946 | -147794 | -165197 | 229851 |
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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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