Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1193443.0783 | 1128357.8999 | 65085.1784 | 1656492.0551 | 1169442.6876 | 487049.3674 |
Total P&L (%) | 1193.4431 | 1128.3579 | 65.0852 | 1656.4921 | 1169.4427 | 487.0494 |
Avg Daily Profit (%) | 0.6437 | 0.6086 | 0.0351 | 0.1547 | 0.1372 | 0.0955 |
Buy And Hold Return (%) | 107.7653 | 107.7653 | 107.7653 | 107.7653 | 107.7653 | 107.7653 |
Max Trade Drawdown | -85489 | -50082 | -94786 | -1758145 | -1191491 | -1322698 |
Profit Factor | 3.59 | 6.9525 | 1.24 | 1.2632 | 1.3722 | 1.1546 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 43.9394 | 42.4242 | 45.4545 | 43.9394 | 42.4242 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.5803 | 9.4356 | 1.488 | 1.6117 | 1.8623 | 1.3855 |
Largest Winning Trade | 921954 | 921954 | 75188 | 1028484 | 1028484 | 784255 |
Largest Losing Trade | -43291 | -25355 | -43291 | -625115 | -625115 | -545598 |
Avg Bars in Trades | 164 | 155 | 172 | 164 | 155 | 172 |
Avg Bars in Winners | 282 | 267 | 295 | 282 | 267 | 295 |
Avg Bars in Losers | 71 | 73 | 69 | 71 | 73 | 69 |
Bars Traded | 10824 | 5141 | 5683 | 10824 | 5141 | 5683 |
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 | -112543 | 615148 | -313852 | -122513 | -10847 | -119493 |
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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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