Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1426514.001 | 1358444.2276 | 68069.7734 | 1266839.1556 | 914548.1651 | 352290.9905 |
Total P&L (%) | 1426.514 | 1358.4442 | 68.0698 | 1266.8392 | 914.5482 | 352.291 |
Avg Daily Profit (%) | 0.7696 | 0.7329 | 0.0367 | 0.1412 | 0.1251 | 0.0815 |
Buy And Hold Return (%) | 112.9597 | 112.9597 | 112.9597 | 112.9597 | 112.9597 | 112.9597 |
Max Trade Drawdown | -127591 | -70739 | -87588 | -1187374 | -709634 | -819283 |
Profit Factor | 3.9608 | 7.2809 | 1.2564 | 1.2842 | 1.4072 | 1.1593 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 44.6154 | 39.3939 | 50 | 44.6154 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 4.9169 | 11.2013 | 1.2564 | 1.5941 | 2.165 | 1.1593 |
Largest Winning Trade | 1192689 | 1192689 | 72189 | 964936 | 964936 | 675214 |
Largest Losing Trade | -65657 | -29982 | -65657 | -504763 | -483229 | -504763 |
Avg Bars in Trades | 111 | 101 | 121 | 111 | 101 | 121 |
Avg Bars in Winners | 187 | 178 | 194 | 187 | 178 | 194 |
Avg Bars in Losers | 49 | 50 | 48 | 49 | 50 | 48 |
Bars Traded | 7215 | 3333 | 3882 | 7215 | 3333 | 3882 |
Profit Streak | 0 | 0 | 79.0113 | 0 | 0 | 79.0113 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118432 | 610970 | -309274 | -141410 | -27907 | -132030 |
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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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