Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926665.1833 | 862443.4821 | 64221.7012 | 1406536.3445 | 1104094.978 | 302441.3665 |
Total P&L (%) | 926.6652 | 862.4435 | 64.2217 | 1406.5363 | 1104.095 | 302.4414 |
Avg Daily Profit (%) | 0.427 | 0.3974 | 0.0296 | 0.1251 | 0.1147 | 0.0642 |
Buy And Hold Return (%) | 572.8665 | 572.8665 | 572.8665 | 572.8665 | 572.8665 | 572.8665 |
Max Trade Drawdown | -106707 | -40018 | -163201 | -1795579 | -1010801 | -959673 |
Profit Factor | 2.9285 | 6.1635 | 1.2049 | 1.3249 | 1.592 | 1.1227 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 55.3846 | 51.5152 | 59.375 | 55.3846 | 51.5152 | 59.375 |
Ratio Avg Win / Avg Loss | 2.3591 | 5.8009 | 0.8244 | 1.0673 | 1.4984 | 0.7682 |
Largest Winning Trade | 376863 | 376863 | 66420 | 924454 | 924454 | 721206 |
Largest Losing Trade | -71771 | -24865 | -71771 | -915008 | -774915 | -915008 |
Avg Bars in Trades | 62 | 58 | 65 | 62 | 58 | 65 |
Avg Bars in Winners | 72 | 74 | 70 | 72 | 74 | 70 |
Avg Bars in Losers | 49 | 41 | 59 | 49 | 41 | 59 |
Bars Traded | 4033 | 1924 | 2109 | 4033 | 1924 | 2109 |
Profit Streak | 54.1197 | 54.1197 | 73.1197 | 54.1197 | 54.1197 | 73.1197 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128185 | 316872 | -319547 | -163561 | -44180 | -358471 |
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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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