Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2280591.4109 | 2191233.1617 | 89358.2492 | 1849976.9242 | 368858.7267 | 1481118.1974 |
Total P&L (%) | 2280.5914 | 2191.2332 | 89.3582 | 1849.9769 | 368.8587 | 1481.1182 |
Avg Daily Profit (%) | 1.2282 | 1.1801 | 0.0481 | 0.1601 | 0.0832 | 0.1488 |
Buy And Hold Return (%) | 128.7645 | 128.7645 | 128.7645 | 128.7645 | 128.7645 | 128.7645 |
Max Trade Drawdown | -83142 | -77419 | -55774 | -1964057 | -1562082 | -934983 |
Profit Factor | 4.8681 | 7.9587 | 1.3253 | 1.243 | 1.0806 | 1.4884 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 40.5797 | 34.2857 | 47.0588 | 40.5797 | 34.2857 | 47.0588 |
Ratio Avg Win / Avg Loss | 7.1283 | 15.2541 | 1.491 | 1.8202 | 2.0711 | 1.6744 |
Largest Winning Trade | 2016504 | 2016504 | 66993 | 1094502 | 1074637 | 1094502 |
Largest Losing Trade | -54228 | -30132 | -54228 | -852224 | -852224 | -725164 |
Avg Bars in Trades | 157 | 180 | 133 | 157 | 180 | 133 |
Avg Bars in Winners | 274 | 359 | 210 | 274 | 359 | 210 |
Avg Bars in Losers | 77 | 87 | 65 | 77 | 87 | 65 |
Bars Traded | 10873 | 6325 | 4548 | 10873 | 6325 | 4548 |
Profit Streak | 0 | 0 | 52.1574 | 0 | 0 | 52.1574 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88705 | 572522 | -294777 | -101397 | -221970 | 278841 |
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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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