Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717468.6254 | 666698.6185 | 50770.0069 | 762934.5819 | 514879.2592 | 248055.3227 |
Total P&L (%) | 717.4686 | 666.6986 | 50.77 | 762.9346 | 514.8793 | 248.0553 |
Avg Daily Profit (%) | 0.2868 | 0.2665 | 0.0203 | 0.0862 | 0.0726 | 0.0499 |
Buy And Hold Return (%) | 358.9717 | 358.9717 | 358.9717 | 358.9717 | 358.9717 | 358.9717 |
Max Trade Drawdown | -119705 | -86818 | -44307 | -101557 | -141906 | -31406 |
Profit Factor | 2.7463 | 3.462 | 1.3625 | 2.6795 | 2.4896 | 3.2841 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 52.3077 | 53.125 | 51.5152 | 52.3077 | 53.125 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.5039 | 3.0547 | 1.2823 | 2.4431 | 2.1967 | 3.0909 |
Largest Winning Trade | 339213 | 339213 | 33374 | 312449 | 312449 | 80543 |
Largest Losing Trade | -44681 | -44681 | -32543 | -81256 | -81256 | -31406 |
Avg Bars in Trades | 108 | 155 | 62 | 108 | 155 | 62 |
Avg Bars in Winners | 106 | 153 | 58 | 106 | 153 | 58 |
Avg Bars in Losers | 110 | 158 | 66 | 110 | 158 | 66 |
Bars Traded | 7040 | 4984 | 2056 | 7040 | 4984 | 2056 |
Profit Streak | 157.2339 | 158.5672 | 157.2339 | 157.2339 | 158.5672 | 157.2339 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127196 | 314092 | -329923 | -212735 | -120126 | -284680 |
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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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