Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1690094.7154 | 1543388.9386 | 146705.7768 | 4456679.9104 | -492293.8388 | 4948973.7492 |
Total P&L (%) | 1690.0947 | 1543.3889 | 146.7058 | 4456.6799 | -492.2938 | 4948.9737 |
Avg Daily Profit (%) | 0.9113 | 0.8322 | 0.0791 | 0.2061 | 0 | 0.2117 |
Buy And Hold Return (%) | 84.6387 | 84.6387 | 84.6387 | 84.6387 | 84.6387 | 84.6387 |
Max Trade Drawdown | -66419 | -67737 | -36847 | -6047534 | -5589685 | -2767091 |
Profit Factor | 6.3353 | 10.1773 | 1.9872 | 1.2428 | 0.9503 | 1.5856 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 36.5079 | 37.5 | 35.4839 | 36.5079 | 37.5 | 35.4839 |
Ratio Avg Win / Avg Loss | 11.0178 | 16.9622 | 3.6131 | 2.1614 | 1.5838 | 2.8829 |
Largest Winning Trade | 1381792 | 1381792 | 64310 | 3901554 | 3901554 | 2952747 |
Largest Losing Trade | -22880 | -21119 | -22880 | -1652899 | -1652899 | -1585087 |
Avg Bars in Trades | 82 | 64 | 101 | 82 | 64 | 101 |
Avg Bars in Winners | 162 | 121 | 206 | 162 | 121 | 206 |
Avg Bars in Losers | 36 | 30 | 43 | 36 | 30 | 43 |
Bars Traded | 5208 | 2065 | 3143 | 5208 | 2065 | 3143 |
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 | -134733 | 605832 | -97914 | -147588 | -582893 | 194135 |
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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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