Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332042.7046 | 1253781.1604 | 78261.5442 | 1547451.9027 | 330509.8346 | 1216942.0681 |
Total P&L (%) | 1332.0427 | 1253.7812 | 78.2615 | 1547.4519 | 330.5098 | 1216.9421 |
Avg Daily Profit (%) | 0.7039 | 0.6625 | 0.0414 | 0.1482 | 0.0772 | 0.1363 |
Buy And Hold Return (%) | 205.9174 | 205.9174 | 205.9174 | 205.9174 | 205.9174 | 205.9174 |
Max Trade Drawdown | -82311 | -74437 | -58146 | -2383350 | -2394064 | -1766776 |
Profit Factor | 3.7507 | 5.8333 | 1.3481 | 1.1414 | 1.052 | 1.2651 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 50.7463 | 45.4545 | 55.8824 | 50.7463 | 45.4545 | 55.8824 |
Ratio Avg Win / Avg Loss | 3.6404 | 7 | 1.0643 | 1.1078 | 1.2624 | 0.9988 |
Largest Winning Trade | 901006 | 901006 | 50916 | 2067748 | 2067748 | 1202032 |
Largest Losing Trade | -53730 | -39215 | -53730 | -1766776 | -1397182 | -1766776 |
Avg Bars in Trades | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Winners | 69 | 70 | 68 | 69 | 70 | 68 |
Avg Bars in Losers | 36 | 42 | 29 | 36 | 42 | 29 |
Bars Traded | 3560 | 1822 | 1738 | 3560 | 1822 | 1738 |
Profit Streak | 0 | 228.978 | 0 | 0 | 228.978 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102034 | 696694 | -302322 | -180772 | -263208 | -12421 |
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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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