Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260702.1137 | 1177122.1846 | 83579.9291 | 3830949.7005 | 575601.7633 | 3255347.9372 |
Total P&L (%) | 1260.7021 | 1177.1222 | 83.5799 | 3830.9497 | 575.6018 | 3255.3479 |
Avg Daily Profit (%) | 0.5039 | 0.4705 | 0.0334 | 0.1469 | 0.0764 | 0.1405 |
Buy And Hold Return (%) | 432.1899 | 432.1899 | 432.1899 | 432.1899 | 432.1899 | 432.1899 |
Max Trade Drawdown | -83112 | -64875 | -43534 | -5264724 | -3961603 | -2340178 |
Profit Factor | 3.4555 | 5.6643 | 1.3202 | 1.1936 | 1.0485 | 1.4114 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 41.1765 | 38.2353 | 44.1176 | 41.1765 | 38.2353 | 44.1176 |
Ratio Avg Win / Avg Loss | 4.9364 | 9.1501 | 1.6722 | 1.7052 | 1.6937 | 1.7878 |
Largest Winning Trade | 740765 | 740765 | 55391 | 2979734 | 2979734 | 2399382 |
Largest Losing Trade | -38328 | -28296 | -38328 | -1907952 | -1907952 | -1448252 |
Avg Bars in Trades | 215 | 197 | 234 | 215 | 197 | 234 |
Avg Bars in Winners | 356 | 355 | 357 | 356 | 355 | 357 |
Avg Bars in Losers | 117 | 100 | 136 | 117 | 100 | 136 |
Bars Traded | 14680 | 6720 | 7960 | 14680 | 6720 | 7960 |
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 | -103149 | 384586 | -315024 | -120195 | -323749 | -5445 |
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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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