Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626308.2044 | 551492.6537 | 74815.5507 | 2859413.7782 | 2548766.4656 | 310647.3126 |
Total P&L (%) | 626.3082 | 551.4927 | 74.8156 | 2859.4138 | 2548.7665 | 310.6473 |
Avg Daily Profit (%) | 0.7049 | 0.6207 | 0.0842 | 0.382 | 0.3695 | 0.1591 |
Buy And Hold Return (%) | 371.643 | 371.643 | 371.643 | 371.643 | 371.643 | 371.643 |
Max Trade Drawdown | -50560 | -18186 | -32374 | -2033295 | -796171 | -1237124 |
Profit Factor | 5.1044 | 8.4659 | 1.9503 | 1.8127 | 2.3361 | 1.1929 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 55.8824 | 58.8235 | 52.9412 | 55.8824 | 58.8235 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.0298 | 5.9261 | 1.7336 | 1.4311 | 1.6353 | 1.0603 |
Largest Winning Trade | 413609 | 413609 | 28992 | 2765496 | 2765496 | 473484 |
Largest Losing Trade | -19844 | -15546 | -19844 | -732666 | -679640 | -732666 |
Avg Bars in Trades | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Winners | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 3098 | 1609 | 1489 | 3098 | 1609 | 1489 |
Profit Streak | 3.6543 | 14.6543 | 3.6543 | 3.6543 | 14.6543 | 3.6543 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101582 | 239639 | -242783 | -100898 | 560043 | -167052 |
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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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