Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1902804.704 | 1808632.0925 | 94172.6115 | 2343916.8203 | 1194896.3167 | 1149020.5035 |
Total P&L (%) | 1902.8047 | 1808.6321 | 94.1726 | 2343.9168 | 1194.8963 | 1149.0205 |
Avg Daily Profit (%) | 1.0239 | 0.9732 | 0.0507 | 0.1721 | 0.1379 | 0.136 |
Buy And Hold Return (%) | 211.6714 | 211.6714 | 211.6714 | 211.6714 | 211.6714 | 211.6714 |
Max Trade Drawdown | -149840 | -77481 | -90112 | -1397154 | -1045278 | -798170 |
Profit Factor | 4.8985 | 7.8411 | 1.421 | 1.4518 | 1.3789 | 1.5647 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 39.3443 | 38.7097 | 40 | 39.3443 | 38.7097 | 40 |
Ratio Avg Win / Avg Loss | 7.5518 | 12.415 | 2.1314 | 2.2382 | 2.1833 | 2.3471 |
Largest Winning Trade | 1646334 | 1646334 | 71268 | 978779 | 978779 | 927342 |
Largest Losing Trade | -44997 | -35412 | -44997 | -491937 | -491937 | -352601 |
Avg Bars in Trades | 354 | 334 | 375 | 354 | 334 | 375 |
Avg Bars in Winners | 676 | 635 | 717 | 676 | 635 | 717 |
Avg Bars in Losers | 146 | 145 | 147 | 146 | 145 | 147 |
Bars Traded | 21646 | 10380 | 11266 | 21646 | 10380 | 11266 |
Profit Streak | 0 | 0 | 330.3531 | 0 | 0 | 330.3531 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149340 | 626902 | -291677 | -160499 | -12178 | -11940 |
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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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