Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5563069.2181 | 5678671.4503 | -115602.2321 | 92665.3888 | 53253.5544 | 39411.8344 |
Total P&L (%) | 5563.0692 | 5678.6715 | -115.6022 | 92.6654 | 53.2536 | 39.4118 |
Avg Daily Profit (%) | 2.834 | 2.8929 | -0.0589 | 0.0334 | 0.0218 | 0.0169 |
Buy And Hold Return (%) | 1500.8439 | 1500.8439 | 1500.8439 | 1500.8439 | 1500.8439 | 1500.8439 |
Max Trade Drawdown | -343013 | -93223 | -249079 | -128057 | -104027 | -97175 |
Profit Factor | 9.5949 | 20.7838 | 0.6791 | 1.1667 | 1.1828 | 1.1491 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 35.9375 | 37.5 | 34.375 | 35.9375 | 37.5 | 34.375 |
Ratio Avg Win / Avg Loss | 17.1039 | 34.6397 | 1.2964 | 2.0799 | 1.9713 | 2.1936 |
Largest Winning Trade | 5701715 | 5701715 | 67926 | 90377 | 90377 | 53776 |
Largest Losing Trade | -60929 | -60929 | -52035 | -72538 | -72538 | -43808 |
Avg Bars in Trades | 177 | 174 | 181 | 177 | 174 | 181 |
Avg Bars in Winners | 309 | 307 | 312 | 309 | 307 | 312 |
Avg Bars in Losers | 104 | 94 | 113 | 104 | 94 | 113 |
Bars Traded | 11391 | 5573 | 5818 | 11391 | 5573 | 5818 |
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 | -128269 | 583306 | -585220 | -499275 | -352803 | -397581 |
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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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