Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445367.4247 | 1390749.5479 | 54617.8768 | 613426.191 | -661435.8303 | 1274862.0213 |
Total P&L (%) | 1445.3674 | 1390.7495 | 54.6179 | 613.4262 | -661.4358 | 1274.862 |
Avg Daily Profit (%) | 0.6938 | 0.6676 | 0.0262 | 0.0944 | 0 | 0.1259 |
Buy And Hold Return (%) | 88.0779 | 88.0779 | 88.0779 | 88.0779 | 88.0779 | 88.0779 |
Max Trade Drawdown | -179804 | -112469 | -127624 | -9221395 | -7999495 | -5775957 |
Profit Factor | 3.092 | 5.1342 | 1.1541 | 1.0288 | 0.9445 | 1.1356 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 40.625 | 48.3871 | 44.4444 | 40.625 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.865 | 7.5039 | 1.231 | 1.286 | 1.3804 | 1.2113 |
Largest Winning Trade | 919797 | 919797 | 66153 | 5394439 | 5394439 | 3358158 |
Largest Losing Trade | -59485 | -36647 | -59485 | -3017148 | -2563548 | -3017148 |
Avg Bars in Trades | 391 | 385 | 397 | 391 | 385 | 397 |
Avg Bars in Winners | 620 | 660 | 585 | 620 | 660 | 585 |
Avg Bars in Losers | 207 | 196 | 221 | 207 | 196 | 221 |
Bars Traded | 24648 | 12321 | 12327 | 24648 | 12321 | 12327 |
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 | -135272 | 584971 | -375346 | -408917 | -582789 | -96624 |
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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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