Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023721.3317 | 1011279.5289 | 12441.8029 | 267632.7699 | 123489.9808 | 144142.7892 |
Total P&L (%) | 1023.7213 | 1011.2795 | 12.4418 | 267.6328 | 123.49 | 144.1428 |
Avg Daily Profit (%) | 0.5519 | 0.5452 | 0.0067 | 0.0702 | 0.0434 | 0.0481 |
Buy And Hold Return (%) | 136.0732 | 136.0732 | 136.0732 | 136.0732 | 136.0732 | 136.0732 |
Max Trade Drawdown | -117249 | -60875 | -114150 | -984601 | -606554 | -527048 |
Profit Factor | 2.7543 | 5.3887 | 1.0352 | 1.097 | 1.0959 | 1.0979 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 49.1525 | 50 | 48.2759 | 49.1525 | 50 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.8492 | 5.3887 | 1.1092 | 1.1348 | 1.0959 | 1.1763 |
Largest Winning Trade | 844000 | 844000 | 74596 | 344081 | 344081 | 282602 |
Largest Losing Trade | -63812 | -38286 | -63812 | -447536 | -447536 | -361471 |
Avg Bars in Trades | 61 | 58 | 63 | 61 | 58 | 63 |
Avg Bars in Winners | 85 | 77 | 95 | 85 | 77 | 95 |
Avg Bars in Losers | 37 | 40 | 34 | 37 | 40 | 34 |
Bars Traded | 3621 | 1766 | 1855 | 3621 | 1766 | 1855 |
Profit Streak | 0 | 0 | 163.2497 | 0 | 0 | 163.2497 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163528 | 684733 | -531171 | -399971 | -415800 | -388557 |
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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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