Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698644.8784 | 652070.1481 | 46574.7304 | 1024002.5619 | 841800.752 | 182201.8099 |
Total P&L (%) | 698.6449 | 652.0701 | 46.5747 | 1024.0026 | 841.8008 | 182.2018 |
Avg Daily Profit (%) | 0.2795 | 0.2608 | 0.0186 | 0.0968 | 0.0897 | 0.0415 |
Buy And Hold Return (%) | 249.9548 | 249.9548 | 249.9548 | 249.9548 | 249.9548 | 249.9548 |
Max Trade Drawdown | -99139 | -66441 | -46823 | -1356785 | -979689 | -545977 |
Profit Factor | 2.5785 | 4.0499 | 1.2036 | 1.2509 | 1.3779 | 1.0982 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 46.3768 | 42.8571 | 50 | 46.3768 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 2.9814 | 5.3999 | 1.2036 | 1.4463 | 1.8373 | 1.0982 |
Largest Winning Trade | 466189 | 466189 | 46034 | 1078384 | 1078384 | 405546 |
Largest Losing Trade | -34383 | -22401 | -34383 | -495051 | -446644 | -495051 |
Avg Bars in Trades | 70 | 65 | 75 | 70 | 65 | 75 |
Avg Bars in Winners | 112 | 110 | 113 | 112 | 110 | 113 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 4871 | 2301 | 2570 | 4871 | 2301 | 2570 |
Profit Streak | 77.4057 | 236.9057 | 0 | 77.4057 | 236.9057 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96788 | 373753 | -334266 | -172769 | -75657 | -415712 |
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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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