Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034718.7016 | 1033336.4506 | 1382.251 | 198255.6363 | 160990.7923 | 37264.844 |
Total P&L (%) | 1034.7187 | 1033.3365 | 1.3823 | 198.2556 | 160.9908 | 37.2648 |
Avg Daily Profit (%) | 0.5561 | 0.5554 | 0.0007 | 0.0587 | 0.0516 | 0.017 |
Buy And Hold Return (%) | 150.162 | 150.162 | 150.162 | 150.162 | 150.162 | 150.162 |
Max Trade Drawdown | -124067 | -67444 | -128981 | -809807 | -526826 | -693113 |
Profit Factor | 2.8143 | 5.2687 | 1.0042 | 1.0673 | 1.1146 | 1.0242 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 43.8596 | 41.3793 | 46.4286 | 43.8596 | 41.3793 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.6023 | 7.464 | 1.1587 | 1.3661 | 1.579 | 1.1817 |
Largest Winning Trade | 900695 | 900695 | 74959 | 326230 | 271927 | 326230 |
Largest Losing Trade | -57163 | -32383 | -57163 | -333050 | -333050 | -315445 |
Avg Bars in Trades | 190 | 182 | 199 | 190 | 182 | 199 |
Avg Bars in Winners | 299 | 288 | 309 | 299 | 288 | 309 |
Avg Bars in Losers | 105 | 107 | 103 | 105 | 107 | 103 |
Bars Traded | 10862 | 5287 | 5575 | 10862 | 5287 | 5575 |
Profit Streak | 0 | 0 | 169.0254 | 0 | 0 | 169.0254 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165507 | 560892 | -594965 | -509047 | -364184 | -551318 |
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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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