Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1764226.5882 | 1623425.3606 | 140801.2276 | 2078443.8585 | -386013.5704 | 2464457.4289 |
Total P&L (%) | 1764.2266 | 1623.4254 | 140.8012 | 2078.4439 | -386.0136 | 2464.4574 |
Avg Daily Profit (%) | 0.9519 | 0.876 | 0.076 | 0.1664 | 0 | 0.1752 |
Buy And Hold Return (%) | 66.8787 | 66.8787 | 66.8787 | 66.8787 | 66.8787 | 66.8787 |
Max Trade Drawdown | -68571 | -86316 | -51724 | -1986085 | -2163436 | -1155132 |
Profit Factor | 5.5413 | 8.1348 | 1.8748 | 1.2277 | 0.9297 | 1.6783 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 52.5424 | 43.3333 | 62.069 | 52.5424 | 43.3333 | 62.069 |
Ratio Avg Win / Avg Loss | 5.005 | 10.6378 | 1.1457 | 1.1089 | 1.2158 | 1.0256 |
Largest Winning Trade | 1549580 | 1549580 | 46790 | 1549580 | 1549580 | 1262754 |
Largest Losing Trade | -51724 | -45299 | -51724 | -966274 | -866641 | -966274 |
Avg Bars in Trades | 88 | 79 | 97 | 88 | 79 | 97 |
Avg Bars in Winners | 130 | 142 | 121 | 130 | 142 | 121 |
Avg Bars in Losers | 41 | 30 | 58 | 41 | 30 | 58 |
Bars Traded | 5208 | 2381 | 2827 | 5208 | 2381 | 2827 |
Profit Streak | 0 | 0 | 77.7599 | 0 | 0 | 77.7599 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157680 | 688322 | -93182 | -171777 | -581751 | 430607 |
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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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