Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032370.8023 | 988680.6761 | 43690.1262 | 1223453.7679 | 947614.0593 | 275839.7086 |
Total P&L (%) | 1032.3708 | 988.6807 | 43.6901 | 1223.4538 | 947.6141 | 275.8397 |
Avg Daily Profit (%) | 0.4122 | 0.3948 | 0.0174 | 0.1032 | 0.0938 | 0.0529 |
Buy And Hold Return (%) | 254.9536 | 254.9536 | 254.9536 | 254.9536 | 254.9536 | 254.9536 |
Max Trade Drawdown | -82174 | -59297 | -51633 | -888676 | -737820 | -444035 |
Profit Factor | 3.6027 | 5.6417 | 1.2379 | 1.4048 | 1.5605 | 1.2071 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 45.1613 | 41.9355 | 48.3871 | 45.1613 | 41.9355 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.3747 | 7.8116 | 1.3204 | 1.7058 | 2.1607 | 1.2876 |
Largest Winning Trade | 846785 | 846785 | 37685 | 1042579 | 1042579 | 322570 |
Largest Losing Trade | -38617 | -30563 | -38617 | -444035 | -263084 | -444035 |
Avg Bars in Trades | 235 | 224 | 246 | 235 | 224 | 246 |
Avg Bars in Winners | 357 | 358 | 356 | 357 | 358 | 356 |
Avg Bars in Losers | 135 | 127 | 143 | 135 | 127 | 143 |
Bars Traded | 14595 | 6962 | 7633 | 14595 | 6962 | 7633 |
Profit Streak | 90.1878 | 340.3545 | 0 | 90.1878 | 340.3545 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145379 | 496984 | -336285 | -214305 | -68781 | -263738 |
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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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