Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1552551.1933 | 1489151.0144 | 63400.1789 | 1459101.0221 | 1410601.3213 | 48499.7008 |
Total P&L (%) | 1552.5512 | 1489.151 | 63.4002 | 1459.101 | 1410.6013 | 48.4997 |
Avg Daily Profit (%) | 0.8382 | 0.8039 | 0.0342 | 0.1484 | 0.1467 | 0.0213 |
Buy And Hold Return (%) | 215.4548 | 215.4548 | 215.4548 | 215.4548 | 215.4548 | 215.4548 |
Max Trade Drawdown | -112545 | -81897 | -74074 | -1071269 | -743374 | -747228 |
Profit Factor | 4.2163 | 6.9001 | 1.2753 | 1.2892 | 1.5238 | 1.0206 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 33.8462 | 30.303 | 37.5 | 33.8462 | 30.303 | 37.5 |
Ratio Avg Win / Avg Loss | 8.2409 | 15.8702 | 2.1254 | 2.5197 | 3.5047 | 1.701 |
Largest Winning Trade | 1335030 | 1335030 | 73932 | 1109515 | 1109515 | 849768 |
Largest Losing Trade | -39284 | -30306 | -39284 | -370393 | -349781 | -370393 |
Avg Bars in Trades | 333 | 307 | 359 | 333 | 307 | 359 |
Avg Bars in Winners | 745 | 753 | 738 | 745 | 753 | 738 |
Avg Bars in Losers | 122 | 113 | 132 | 122 | 113 | 132 |
Bars Traded | 21653 | 10136 | 11517 | 21653 | 10136 | 11517 |
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 | -122140 | 502344 | -316797 | -136115 | -2233 | -531752 |
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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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