Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670839.2653 | 615632.4758 | 55206.7895 | 1518476.177 | 797475.1887 | 721000.9883 |
Total P&L (%) | 670.8393 | 615.6325 | 55.2068 | 1518.4762 | 797.4752 | 721.001 |
Avg Daily Profit (%) | 0.2683 | 0.2462 | 0.0221 | 0.1114 | 0.0878 | 0.0842 |
Buy And Hold Return (%) | 340.1215 | 340.1215 | 340.1215 | 340.1215 | 340.1215 | 340.1215 |
Max Trade Drawdown | -74921 | -62720 | -24091 | -1226016 | -1212607 | -315685 |
Profit Factor | 3.1524 | 3.9778 | 1.5261 | 1.5099 | 1.3446 | 2.0865 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 53.3333 | 51.3514 | 55.2632 | 53.3333 | 51.3514 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.7583 | 3.7685 | 1.2354 | 1.3212 | 1.2738 | 1.6891 |
Largest Winning Trade | 465966 | 465966 | 21675 | 1208503 | 1208503 | 363964 |
Largest Losing Trade | -40881 | -40881 | -18517 | -780931 | -780931 | -191603 |
Avg Bars in Trades | 63 | 116 | 12 | 63 | 116 | 12 |
Avg Bars in Winners | 70 | 129 | 16 | 70 | 129 | 16 |
Avg Bars in Losers | 56 | 102 | 7 | 56 | 102 | 7 |
Bars Traded | 4776 | 4314 | 461 | 4776 | 4314 | 461 |
Profit Streak | 130.4232 | 130.4232 | 603.9232 | 130.4232 | 130.4232 | 603.9232 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51855 | 304659 | -325341 | -103722 | -78420 | -79862 |
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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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