Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161245.7025 | 1095976.4248 | 65269.2776 | 1425191.0106 | 934496.5651 | 490694.4454 |
Total P&L (%) | 1161.2457 | 1095.9764 | 65.2693 | 1425.191 | 934.4966 | 490.6944 |
Avg Daily Profit (%) | 0.6246 | 0.5895 | 0.0351 | 0.1467 | 0.1257 | 0.0956 |
Buy And Hold Return (%) | 104.1912 | 104.1912 | 104.1912 | 104.1912 | 104.1912 | 104.1912 |
Max Trade Drawdown | -121035 | -67621 | -82684 | -859958 | -663797 | -569862 |
Profit Factor | 3.5462 | 6.2555 | 1.2637 | 1.3272 | 1.4206 | 1.23 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 39.1304 | 40 | 38.2353 | 39.1304 | 40 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.5163 | 9.3832 | 2.0413 | 2.0646 | 2.1309 | 1.9869 |
Largest Winning Trade | 909856 | 909856 | 73335 | 816964 | 816964 | 801743 |
Largest Losing Trade | -51992 | -26374 | -51992 | -435549 | -417586 | -435549 |
Avg Bars in Trades | 104 | 95 | 114 | 104 | 95 | 114 |
Avg Bars in Winners | 184 | 168 | 200 | 184 | 168 | 200 |
Avg Bars in Losers | 53 | 46 | 60 | 53 | 46 | 60 |
Bars Traded | 7217 | 3335 | 3882 | 7217 | 3335 | 3882 |
Profit Streak | 0 | 0 | 85.1734 | 0 | 0 | 85.1734 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92109 | 575866 | -314435 | -105991 | -26692 | -69828 |
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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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