Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336894.64 | 15953.9518 | 320940.6882 | 1853589.843 | 197607.1829 | 1655982.6601 |
Total P&L (%) | 336.8946 | 15.954 | 320.9407 | 1853.5898 | 197.6072 | 1655.9827 |
Avg Daily Profit (%) | 0.1878 | 0.0089 | 0.1789 | 0.1659 | 0.0608 | 0.1599 |
Buy And Hold Return (%) | 235.5004 | 235.5004 | 235.5004 | 235.5004 | 235.5004 | 235.5004 |
Max Trade Drawdown | -29433 | -43646 | -21248 | -238020 | -272706 | -155756 |
Profit Factor | 4.0956 | 1.1865 | 14.7936 | 4.217 | 1.4756 | 11.3054 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 14 | 11 | 3 | 14 | 11 | 3 |
Profitability (%) | 78.4615 | 66.6667 | 90.625 | 78.4615 | 66.6667 | 90.625 |
Ratio Avg Win / Avg Loss | 1.1243 | 0.5932 | 1.5304 | 1.1576 | 0.7378 | 1.1695 |
Largest Winning Trade | 27187 | 13252 | 27187 | 222500 | 104408 | 222500 |
Largest Losing Trade | -29433 | -29433 | -21248 | -238020 | -238020 | -155756 |
Avg Bars in Trades | 38 | 11 | 67 | 38 | 11 | 67 |
Avg Bars in Winners | 33 | 5 | 54 | 33 | 5 | 54 |
Avg Bars in Losers | 58 | 23 | 186 | 58 | 23 | 186 |
Bars Traded | 2523 | 379 | 2144 | 2523 | 379 | 2144 |
Profit Streak | 162.5839 | 162.5839 | 236.5839 | 162.5839 | 162.5839 | 236.5839 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149219 | -360435 | -30597 | -117072 | -274611 | 772236 |
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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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