Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1283683.8656 | 1294913.6304 | -11229.7648 | 571717.3244 | 112137.6827 | 459579.6417 |
Total P&L (%) | 1283.6839 | 1294.9136 | -11.2298 | 571.7173 | 112.1377 | 459.5796 |
Avg Daily Profit (%) | 0.5406 | 0.5453 | -0.0047 | 0.0802 | 0.0317 | 0.0725 |
Buy And Hold Return (%) | 457.3041 | 457.3041 | 457.3041 | 457.3041 | 457.3041 | 457.3041 |
Max Trade Drawdown | -98314 | -135360 | -90454 | -1360462 | -1585119 | -623897 |
Profit Factor | 3.5051 | 6.0033 | 0.9557 | 1.1436 | 1.0471 | 1.2873 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 32.8125 | 31.25 | 34.375 | 32.8125 | 31.25 | 34.375 |
Ratio Avg Win / Avg Loss | 7.177 | 13.2073 | 1.8246 | 2.3416 | 2.3035 | 2.4576 |
Largest Winning Trade | 1138175 | 1138175 | 52957 | 1392921 | 1392921 | 526568 |
Largest Losing Trade | -35750 | -34210 | -35750 | -485489 | -485489 | -311163 |
Avg Bars in Trades | 70 | 62 | 78 | 70 | 62 | 78 |
Avg Bars in Winners | 147 | 140 | 154 | 147 | 140 | 154 |
Avg Bars in Losers | 33 | 27 | 39 | 33 | 27 | 39 |
Bars Traded | 4534 | 2012 | 2522 | 4534 | 2012 | 2522 |
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 | -136096 | 321583 | -584108 | -385299 | -491323 | -265297 |
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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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