Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1438662.4302 | 1327872.643 | 110789.7872 | 2231802.8964 | 883760.6416 | 1348042.2548 |
Total P&L (%) | 1438.6624 | 1327.8726 | 110.7898 | 2231.8029 | 883.7606 | 1348.0423 |
Avg Daily Profit (%) | 0.7725 | 0.713 | 0.0595 | 0.1692 | 0.1228 | 0.1436 |
Buy And Hold Return (%) | 66.7291 | 66.7291 | 66.7291 | 66.7291 | 66.7291 | 66.7291 |
Max Trade Drawdown | -95627 | -95579 | -49387 | -1878252 | -1425301 | -785876 |
Profit Factor | 4.6256 | 8.0547 | 1.5312 | 1.397 | 1.2932 | 1.5172 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 39.3939 | 39.3939 | 39.3939 | 39.3939 | 39.3939 | 39.3939 |
Ratio Avg Win / Avg Loss | 7.1163 | 12.3918 | 2.3556 | 2.1493 | 1.9895 | 2.3341 |
Largest Winning Trade | 1192276 | 1192276 | 61730 | 1326965 | 1326965 | 817648 |
Largest Losing Trade | -39984 | -24941 | -39984 | -706757 | -638520 | -706757 |
Avg Bars in Trades | 82 | 65 | 100 | 82 | 65 | 100 |
Avg Bars in Winners | 149 | 114 | 184 | 149 | 114 | 184 |
Avg Bars in Losers | 39 | 32 | 45 | 39 | 32 | 45 |
Bars Traded | 5461 | 2146 | 3315 | 5461 | 2146 | 3315 |
Profit Streak | 0 | 0 | 61.7747 | 0 | 0 | 61.7747 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112450 | 604850 | -123622 | -123339 | -31604 | -1961 |
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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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