Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1761541.7165 | 1679579.2992 | 81962.4173 | 2039245.1547 | 1665375.547 | 373869.6078 |
Total P&L (%) | 1761.5417 | 1679.5793 | 81.9624 | 2039.2452 | 1665.3755 | 373.8696 |
Avg Daily Profit (%) | 0.9479 | 0.9038 | 0.0441 | 0.165 | 0.1546 | 0.0837 |
Buy And Hold Return (%) | 148.3944 | 148.3944 | 148.3944 | 148.3944 | 148.3944 | 148.3944 |
Max Trade Drawdown | -99344 | -65648 | -73828 | -1713307 | -1081884 | -1244026 |
Profit Factor | 4.7697 | 8.4665 | 1.3382 | 1.2947 | 1.4808 | 1.1082 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 37.7049 | 35.4839 | 40 | 37.7049 | 35.4839 | 40 |
Ratio Avg Win / Avg Loss | 7.8804 | 15.3936 | 2.0073 | 2.1391 | 2.6924 | 1.6623 |
Largest Winning Trade | 1548175 | 1548175 | 72085 | 1465926 | 1465926 | 811428 |
Largest Losing Trade | -28465 | -27485 | -28465 | -550629 | -414202 | -550629 |
Avg Bars in Trades | 355 | 329 | 381 | 355 | 329 | 381 |
Avg Bars in Winners | 730 | 672 | 783 | 730 | 672 | 783 |
Avg Bars in Losers | 128 | 141 | 113 | 128 | 141 | 113 |
Bars Traded | 21659 | 10224 | 11435 | 21659 | 10224 | 11435 |
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 | -150138 | 579571 | -302287 | -162158 | 153518 | -189040 |
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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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