Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1841551.0685 | 1730446.2451 | 111104.8234 | 321591.3631 | -1332033.9392 | 1653625.3024 |
Total P&L (%) | 1841.5511 | 1730.4462 | 111.1048 | 321.5914 | -1332.0339 | 1653.6253 |
Avg Daily Profit (%) | 1.0271 | 0.9651 | 0.062 | 0.0803 | 0 | 0.1599 |
Buy And Hold Return (%) | 59.8544 | 59.8544 | 59.8544 | 59.8544 | 59.8544 | 59.8544 |
Max Trade Drawdown | -109459 | -175235 | -44138 | -2654602 | -3308835 | -402074 |
Profit Factor | 5.435 | 7.0273 | 1.8671 | 1.0545 | 0.7072 | 2.2205 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 44.2623 | 40 | 48.3871 | 44.2623 | 40 | 48.3871 |
Ratio Avg Win / Avg Loss | 6.844 | 10.5409 | 1.9916 | 1.3278 | 1.0608 | 2.3685 |
Largest Winning Trade | 1898246 | 1898246 | 41130 | 1968822 | 1968822 | 896515 |
Largest Losing Trade | -42201 | -42201 | -34132 | -1077494 | -1077494 | -355197 |
Avg Bars in Trades | 50 | 61 | 39 | 50 | 61 | 39 |
Avg Bars in Winners | 77 | 88 | 68 | 77 | 88 | 68 |
Avg Bars in Losers | 29 | 44 | 12 | 29 | 44 | 12 |
Bars Traded | 3078 | 1853 | 1225 | 3078 | 1853 | 1225 |
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 | -146754 | 644442 | -115155 | -415695 | -583047 | 405119 |
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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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