Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1275182.1289 | 1161105.3101 | 114076.8188 | 1371022.6396 | 57976.4224 | 1313046.2173 |
Total P&L (%) | 1275.1821 | 1161.1053 | 114.0768 | 1371.0226 | 57.9764 | 1313.0462 |
Avg Daily Profit (%) | 0.6883 | 0.6267 | 0.0616 | 0.1452 | 0.0247 | 0.143 |
Buy And Hold Return (%) | 57.7737 | 57.7737 | 57.7737 | 57.7737 | 57.7737 | 57.7737 |
Max Trade Drawdown | -85669 | -57630 | -45714 | -1476140 | -1469597 | -535726 |
Profit Factor | 4.458 | 6.2862 | 1.765 | 1.2134 | 1.0141 | 1.5671 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 49.2308 | 42.4242 | 56.25 | 49.2308 | 42.4242 | 56.25 |
Ratio Avg Win / Avg Loss | 4.5973 | 8.5312 | 1.3728 | 1.2513 | 1.3763 | 1.2188 |
Largest Winning Trade | 1100429 | 1100429 | 64947 | 1131952 | 1131952 | 759188 |
Largest Losing Trade | -55356 | -55356 | -41883 | -1007049 | -1007049 | -432069 |
Avg Bars in Trades | 79 | 66 | 93 | 79 | 66 | 93 |
Avg Bars in Winners | 117 | 111 | 121 | 117 | 111 | 121 |
Avg Bars in Losers | 43 | 33 | 57 | 43 | 33 | 57 |
Bars Traded | 5190 | 2204 | 2986 | 5190 | 2204 | 2986 |
Profit Streak | 0 | 0 | 74.4917 | 0 | 0 | 74.4917 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116690 | 620721 | -114194 | -135503 | -532555 | 50186 |
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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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