Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1400639.6866 | 1347626.6296 | 53013.057 | 1743315.6371 | 1474220.276 | 269095.3611 |
Total P&L (%) | 1400.6397 | 1347.6266 | 53.0131 | 1743.3156 | 1474.2203 | 269.0954 |
Avg Daily Profit (%) | 0.7546 | 0.726 | 0.0286 | 0.1571 | 0.1486 | 0.0704 |
Buy And Hold Return (%) | 97.9578 | 97.9578 | 97.9578 | 97.9578 | 97.9578 | 97.9578 |
Max Trade Drawdown | -109175 | -58884 | -95298 | -1938277 | -1355720 | -1200983 |
Profit Factor | 3.5832 | 6.9971 | 1.167 | 1.2215 | 1.39 | 1.0658 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 36.3636 | 39.3939 | 33.3333 | 36.3636 | 39.3939 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.2706 | 10.7647 | 2.3339 | 2.1376 | 2.1384 | 2.1316 |
Largest Winning Trade | 1138224 | 1138224 | 76405 | 1224400 | 1224400 | 689766 |
Largest Losing Trade | -37433 | -29325 | -37433 | -644176 | -553740 | -644176 |
Avg Bars in Trades | 162 | 153 | 171 | 162 | 153 | 171 |
Avg Bars in Winners | 338 | 290 | 395 | 338 | 290 | 395 |
Avg Bars in Losers | 62 | 65 | 59 | 62 | 65 | 59 |
Bars Traded | 10751 | 5078 | 5673 | 10751 | 5078 | 5673 |
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 | -114546 | 608852 | -362759 | -125694 | 120545 | -255855 |
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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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