Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1732561.1971 | 1662334.5746 | 70226.6225 | 1903907.6956 | 294826.9118 | 1609080.7838 |
Total P&L (%) | 1732.5612 | 1662.3346 | 70.2266 | 1903.9077 | 294.8269 | 1609.0808 |
Avg Daily Profit (%) | 0.9211 | 0.8838 | 0.0373 | 0.1595 | 0.073 | 0.151 |
Buy And Hold Return (%) | 236.9565 | 236.9565 | 236.9565 | 236.9565 | 236.9565 | 236.9565 |
Max Trade Drawdown | -80941 | -118619 | -62559 | -2943732 | -2451613 | -1458222 |
Profit Factor | 4.5941 | 6.6501 | 1.3739 | 1.1681 | 1.0393 | 1.4202 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 34.8485 | 30.303 | 39.3939 | 34.8485 | 30.303 | 39.3939 |
Ratio Avg Win / Avg Loss | 8.589 | 15.2953 | 2.1136 | 2.1838 | 2.3904 | 2.1849 |
Largest Winning Trade | 1401038 | 1401038 | 59220 | 1796337 | 1796337 | 1459811 |
Largest Losing Trade | -38621 | -31049 | -38621 | -1354297 | -1354297 | -836568 |
Avg Bars in Trades | 52 | 57 | 47 | 52 | 57 | 47 |
Avg Bars in Winners | 103 | 113 | 96 | 103 | 113 | 96 |
Avg Bars in Losers | 25 | 32 | 16 | 25 | 32 | 16 |
Bars Traded | 3463 | 1884 | 1579 | 3463 | 1884 | 1579 |
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 | -113901 | 506958 | -311307 | -161528 | -369081 | 189349 |
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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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