Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1724945.5619 | 1625373.2018 | 99572.3602 | 2172308.2032 | 816502.2555 | 1355805.9477 |
Total P&L (%) | 1724.9456 | 1625.3732 | 99.5724 | 2172.3082 | 816.5023 | 1355.8059 |
Avg Daily Profit (%) | 0.9259 | 0.8724 | 0.0534 | 0.1678 | 0.119 | 0.1439 |
Buy And Hold Return (%) | 83.4025 | 83.4025 | 83.4025 | 83.4025 | 83.4025 | 83.4025 |
Max Trade Drawdown | -100691 | -91308 | -44745 | -2670131 | -2251541 | -1021911 |
Profit Factor | 5.5207 | 8.9001 | 1.5663 | 1.2572 | 1.162 | 1.398 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 38.9831 | 40 | 37.931 | 38.9831 | 40 | 37.931 |
Ratio Avg Win / Avg Loss | 8.6411 | 13.3501 | 2.5631 | 1.9677 | 1.7429 | 2.2877 |
Largest Winning Trade | 1468653 | 1468653 | 64055 | 2022559 | 2022559 | 1111205 |
Largest Losing Trade | -44745 | -38465 | -44745 | -1427624 | -1427624 | -1021911 |
Avg Bars in Trades | 89 | 78 | 100 | 89 | 78 | 100 |
Avg Bars in Winners | 149 | 111 | 191 | 149 | 111 | 191 |
Avg Bars in Losers | 50 | 56 | 44 | 50 | 56 | 44 |
Bars Traded | 5265 | 2350 | 2915 | 5265 | 2350 | 2915 |
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 | -162609 | 641546 | -228930 | -175366 | -78932 | -3533 |
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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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