Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1525019.7757 | 1414267.7694 | 110752.0063 | 4162198.9359 | 1621591.863 | 2540607.0729 |
Total P&L (%) | 1525.0198 | 1414.2678 | 110.752 | 4162.1989 | 1621.5919 | 2540.6071 |
Avg Daily Profit (%) | 0.8119 | 0.7529 | 0.059 | 0.2 | 0.1516 | 0.1744 |
Buy And Hold Return (%) | 256.5359 | 256.5359 | 256.5359 | 256.5359 | 256.5359 | 256.5359 |
Max Trade Drawdown | -83454 | -83906 | -47769 | -2405858 | -2454736 | -1175076 |
Profit Factor | 4.3686 | 6.902 | 1.5197 | 1.5197 | 1.3389 | 1.7878 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 35.8209 | 26.4706 | 45.4545 | 35.8209 | 26.4706 | 45.4545 |
Ratio Avg Win / Avg Loss | 7.8271 | 19.1723 | 1.8237 | 2.7227 | 3.7193 | 2.1454 |
Largest Winning Trade | 1082308 | 1082308 | 60921 | 1270886 | 1270886 | 1206580 |
Largest Losing Trade | -41173 | -28229 | -41173 | -716915 | -716915 | -414403 |
Avg Bars in Trades | 81 | 68 | 94 | 81 | 68 | 94 |
Avg Bars in Winners | 165 | 168 | 163 | 165 | 168 | 163 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 5456 | 2334 | 3122 | 5456 | 2334 | 3122 |
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 | -106986 | -3049 | -279221 | -116216 | -14746 | 339029 |
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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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