Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1425464.568 | 1320441.4056 | 105023.1624 | 2333122.3111 | 850397.674 | 1482724.6371 |
Total P&L (%) | 1425.4646 | 1320.4414 | 105.0232 | 2333.1223 | 850.3977 | 1482.7246 |
Avg Daily Profit (%) | 0.7686 | 0.712 | 0.0566 | 0.1722 | 0.1215 | 0.149 |
Buy And Hold Return (%) | 48.849 | 48.849 | 48.849 | 48.849 | 48.849 | 48.849 |
Max Trade Drawdown | -102501 | -77625 | -56085 | -2036884 | -1189640 | -953080 |
Profit Factor | 4.3384 | 7.3935 | 1.4764 | 1.3909 | 1.2639 | 1.54 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 41.5385 | 45.4545 | 37.5 | 41.5385 | 45.4545 | 37.5 |
Ratio Avg Win / Avg Loss | 6.1059 | 8.8722 | 2.4606 | 1.9576 | 1.5167 | 2.5666 |
Largest Winning Trade | 1176802 | 1176802 | 66613 | 953506 | 953506 | 855453 |
Largest Losing Trade | -31499 | -22728 | -31499 | -667763 | -667763 | -431474 |
Avg Bars in Trades | 81 | 71 | 92 | 81 | 71 | 92 |
Avg Bars in Winners | 135 | 108 | 168 | 135 | 108 | 168 |
Avg Bars in Losers | 43 | 39 | 46 | 43 | 39 | 46 |
Bars Traded | 5312 | 2349 | 2963 | 5312 | 2349 | 2963 |
Profit Streak | 0 | 0 | 47.2898 | 0 | 0 | 47.2898 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119360 | 689372 | -125255 | -130017 | -31232 | 166632 |
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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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