Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027447.8824 | 1002222.0654 | 25225.8169 | 513627.2354 | 403251.1174 | 110376.118 |
Total P&L (%) | 1027.4479 | 1002.2221 | 25.2258 | 513.6272 | 403.2511 | 110.3761 |
Avg Daily Profit (%) | 0.5541 | 0.5405 | 0.0136 | 0.0979 | 0.0872 | 0.0401 |
Buy And Hold Return (%) | 115.0422 | 115.0422 | 115.0422 | 115.0422 | 115.0422 | 115.0422 |
Max Trade Drawdown | -137279 | -68638 | -88425 | -2680479 | -1525351 | -1343820 |
Profit Factor | 2.8116 | 5.2023 | 1.0768 | 1.1032 | 1.1636 | 1.0439 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 45.614 | 44.8276 | 46.4286 | 45.614 | 44.8276 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.3522 | 6.4028 | 1.2424 | 1.3153 | 1.4321 | 1.2045 |
Largest Winning Trade | 800423 | 800423 | 76572 | 846427 | 846427 | 596800 |
Largest Losing Trade | -51543 | -36723 | -51543 | -1182742 | -1182742 | -1050420 |
Avg Bars in Trades | 95 | 90 | 100 | 95 | 90 | 100 |
Avg Bars in Winners | 156 | 148 | 164 | 156 | 148 | 164 |
Avg Bars in Losers | 43 | 43 | 44 | 43 | 43 | 44 |
Bars Traded | 5421 | 2616 | 2805 | 5421 | 2616 | 2805 |
Profit Streak | 0 | 0 | 80.8008 | 0 | 0 | 80.8008 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164775 | 605682 | -498431 | -351937 | -121910 | -499199 |
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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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