Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1555790.2611 | 1494572.4771 | 61217.784 | 924431.9548 | 576377.3918 | 348054.563 |
Total P&L (%) | 1555.7903 | 1494.5725 | 61.2178 | 924.432 | 576.3774 | 348.0546 |
Avg Daily Profit (%) | 0.835 | 0.8021 | 0.0329 | 0.1249 | 0.1026 | 0.0805 |
Buy And Hold Return (%) | 44.2829 | 44.2829 | 44.2829 | 44.2829 | 44.2829 | 44.2829 |
Max Trade Drawdown | -106769 | -82181 | -59071 | -1384412 | -1120050 | -808837 |
Profit Factor | 4.431 | 7.9368 | 1.2572 | 1.177 | 1.2064 | 1.1433 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 35.3846 | 36.3636 | 34.375 | 35.3846 | 36.3636 | 34.375 |
Ratio Avg Win / Avg Loss | 8.0914 | 13.8895 | 2.4002 | 2.1494 | 2.1112 | 2.1827 |
Largest Winning Trade | 1438554 | 1438554 | 67636 | 1290088 | 1290088 | 686387 |
Largest Losing Trade | -46421 | -22728 | -46421 | -547692 | -358734 | -547692 |
Avg Bars in Trades | 81 | 72 | 90 | 81 | 72 | 90 |
Avg Bars in Winners | 146 | 118 | 176 | 146 | 118 | 176 |
Avg Bars in Losers | 45 | 46 | 45 | 45 | 46 | 45 |
Bars Traded | 5280 | 2389 | 2891 | 5280 | 2389 | 2891 |
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 | -121387 | 589256 | -200977 | -192420 | -60238 | -153342 |
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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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