Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332203.5061 | 1270152.9218 | 62050.5843 | 2616461.307 | -212572.6912 | 2829033.9982 |
Total P&L (%) | 1332.2035 | 1270.1529 | 62.0506 | 2616.4613 | -212.5727 | 2829.034 |
Avg Daily Profit (%) | 0.5325 | 0.5077 | 0.0248 | 0.1321 | 0 | 0.1351 |
Buy And Hold Return (%) | 423.9362 | 423.9362 | 423.9362 | 423.9362 | 423.9362 | 423.9362 |
Max Trade Drawdown | -102417 | -78839 | -70401 | -4476798 | -4208955 | -2815504 |
Profit Factor | 3.3365 | 5.5153 | 1.2148 | 1.1657 | 0.977 | 1.4323 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 40.5797 | 34.2857 | 47.0588 | 40.5797 | 34.2857 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.8856 | 10.571 | 1.3667 | 1.707 | 1.8726 | 1.6114 |
Largest Winning Trade | 835390 | 835390 | 55596 | 2076057 | 1964706 | 2076057 |
Largest Losing Trade | -33872 | -33650 | -33872 | -1308084 | -1308084 | -1188633 |
Avg Bars in Trades | 106 | 97 | 116 | 106 | 97 | 116 |
Avg Bars in Winners | 179 | 183 | 177 | 179 | 183 | 177 |
Avg Bars in Losers | 57 | 52 | 63 | 57 | 52 | 63 |
Bars Traded | 7372 | 3395 | 3977 | 7372 | 3395 | 3977 |
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 | -95666 | 345791 | -327109 | -163892 | -584121 | -11643 |
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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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