Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1177569.9143 | 1105425.085 | 72144.8292 | 1549608.7167 | 193993.5502 | 1355615.1665 |
Total P&L (%) | 1177.5699 | 1105.4251 | 72.1448 | 1549.6087 | 193.9936 | 1355.6152 |
Avg Daily Profit (%) | 0.6271 | 0.5887 | 0.0384 | 0.1494 | 0.0574 | 0.1427 |
Buy And Hold Return (%) | 163.8698 | 163.8698 | 163.8698 | 163.8698 | 163.8698 | 163.8698 |
Max Trade Drawdown | -95562 | -104735 | -31287 | -2205390 | -2916800 | -730481 |
Profit Factor | 4.5997 | 5.9888 | 1.6835 | 1.2176 | 1.0394 | 1.6181 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 45.2055 | 41.6667 | 48.6486 | 45.2055 | 41.6667 | 48.6486 |
Ratio Avg Win / Avg Loss | 5.5754 | 8.3844 | 1.777 | 1.4758 | 1.4551 | 1.708 |
Largest Winning Trade | 952943 | 952943 | 34360 | 2080106 | 2080106 | 775727 |
Largest Losing Trade | -32853 | -32853 | -19530 | -869825 | -869825 | -356809 |
Avg Bars in Trades | 66 | 103 | 30 | 66 | 103 | 30 |
Avg Bars in Winners | 114 | 196 | 45 | 114 | 196 | 45 |
Avg Bars in Losers | 27 | 37 | 15 | 27 | 37 | 15 |
Bars Traded | 4863 | 3743 | 1120 | 4863 | 3743 | 1120 |
Profit Streak | 0 | 180.51 | 0 | 0 | 180.51 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58952 | 627793 | -304684 | -71753 | -404304 | 16373 |
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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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