Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842074.7475 | 739589.6787 | 102485.0687 | 3672966.7999 | 2882416.1976 | 790550.6023 |
Total P&L (%) | 842.0747 | 739.5897 | 102.4851 | 3672.9668 | 2882.4162 | 790.5506 |
Avg Daily Profit (%) | 0.464 | 0.4076 | 0.0565 | 0.2003 | 0.1873 | 0.1206 |
Buy And Hold Return (%) | 148.4953 | 148.4953 | 148.4953 | 148.4953 | 148.4953 | 148.4953 |
Max Trade Drawdown | -91642 | -72079 | -45624 | -6470542 | -4902054 | -2383264 |
Profit Factor | 2.8841 | 3.9959 | 1.5122 | 1.2359 | 1.3071 | 1.1278 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.0317 | 48.3871 | 43.75 | 46.0317 | 48.3871 | 43.75 |
Ratio Avg Win / Avg Loss | 3.3813 | 4.2623 | 1.9443 | 1.449 | 1.3942 | 1.4501 |
Largest Winning Trade | 320643 | 320643 | 69692 | 5010860 | 5010860 | 1761764 |
Largest Losing Trade | -30681 | -30681 | -20726 | -2794504 | -2794504 | -1100813 |
Avg Bars in Trades | 165 | 152 | 177 | 165 | 152 | 177 |
Avg Bars in Winners | 256 | 231 | 283 | 256 | 231 | 283 |
Avg Bars in Losers | 87 | 78 | 96 | 87 | 78 | 96 |
Bars Traded | 10416 | 4726 | 5690 | 10416 | 4726 | 5690 |
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 | -137628 | 534694 | -283253 | -144810 | 266002 | -115109 |
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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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