Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1610410.4412 | 1533318.0957 | 77092.3455 | 1211384.5934 | -338692.0345 | 1550076.6279 |
Total P&L (%) | 1610.4104 | 1533.3181 | 77.0923 | 1211.3846 | -338.692 | 1550.0766 |
Avg Daily Profit (%) | 0.8714 | 0.8297 | 0.0417 | 0.1394 | 0 | 0.1518 |
Buy And Hold Return (%) | 76.8382 | 76.8382 | 76.8382 | 76.8382 | 76.8382 | 76.8382 |
Max Trade Drawdown | -91067 | -91360 | -43292 | -2084302 | -2309566 | -826080 |
Profit Factor | 4.826 | 7.7924 | 1.395 | 1.1766 | 0.9199 | 1.5888 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 38.5965 | 31.0345 | 46.4286 | 38.5965 | 31.0345 | 46.4286 |
Ratio Avg Win / Avg Loss | 7.6778 | 17.3164 | 1.6096 | 1.8718 | 2.0442 | 1.8332 |
Largest Winning Trade | 1455039 | 1455039 | 65670 | 1196837 | 1196837 | 901334 |
Largest Losing Trade | -31701 | -31701 | -26635 | -806724 | -806724 | -538626 |
Avg Bars in Trades | 61 | 53 | 70 | 61 | 53 | 70 |
Avg Bars in Winners | 105 | 102 | 106 | 105 | 102 | 106 |
Avg Bars in Losers | 34 | 31 | 39 | 34 | 31 | 39 |
Bars Traded | 3532 | 1547 | 1985 | 3532 | 1547 | 1985 |
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 | -163316 | 514421 | -322601 | -215963 | -585430 | -11858 |
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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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