Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761780.0444 | 655825.4329 | 105954.6115 | 2498753.8734 | 2057362.5064 | 441391.367 |
Total P&L (%) | 761.78 | 655.8254 | 105.9546 | 2498.7539 | 2057.3625 | 441.3914 |
Avg Daily Profit (%) | 0.4145 | 0.3569 | 0.0577 | 0.1774 | 0.1673 | 0.092 |
Buy And Hold Return (%) | 128.0579 | 128.0579 | 128.0579 | 128.0579 | 128.0579 | 128.0579 |
Max Trade Drawdown | -105465 | -62814 | -70069 | -743456 | -149097 | -924939 |
Profit Factor | 2.9706 | 5.3921 | 1.4466 | 2.3129 | 5.6587 | 1.302 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 48.4848 | 45.4545 | 51.5152 | 48.4848 | 45.4545 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.1563 | 6.4706 | 1.3615 | 2.4574 | 6.7904 | 1.2254 |
Largest Winning Trade | 448193 | 448193 | 52393 | 807176 | 543048 | 807176 |
Largest Losing Trade | -44428 | -36974 | -44428 | -734210 | -88679 | -734210 |
Avg Bars in Trades | 78 | 88 | 67 | 78 | 88 | 67 |
Avg Bars in Winners | 112 | 137 | 91 | 112 | 137 | 91 |
Avg Bars in Losers | 45 | 48 | 43 | 45 | 48 | 43 |
Bars Traded | 5171 | 2931 | 2240 | 5171 | 2931 | 2240 |
Profit Streak | 0 | 0 | 70.3847 | 0 | 0 | 70.3847 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114245 | 518982 | -279998 | -116840 | 512770 | -72093 |
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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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