Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905145.0448 | 759435.914 | 145709.1308 | 4839452.7659 | 3545524.6843 | 1293928.0816 |
Total P&L (%) | 905.145 | 759.4359 | 145.7091 | 4839.4528 | 3545.5247 | 1293.9281 |
Avg Daily Profit (%) | 0.3621 | 0.3038 | 0.0583 | 0.1561 | 0.1439 | 0.1054 |
Buy And Hold Return (%) | 366.1757 | 366.1757 | 366.1757 | 366.1757 | 366.1757 | 366.1757 |
Max Trade Drawdown | -145427 | -62970 | -131429 | -407893 | -458199 | -384075 |
Profit Factor | 3.0276 | 4.5267 | 1.6306 | 3.6406 | 4.7247 | 2.469 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 54.6667 | 54.0541 | 55.2632 | 54.6667 | 54.0541 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.5107 | 3.8477 | 1.32 | 3.019 | 4.016 | 1.9987 |
Largest Winning Trade | 384657 | 384657 | 45003 | 2018543 | 2018543 | 656117 |
Largest Losing Trade | -65088 | -42164 | -65088 | -303050 | -235182 | -303050 |
Avg Bars in Trades | 63 | 70 | 56 | 63 | 70 | 56 |
Avg Bars in Winners | 68 | 63 | 71 | 68 | 63 | 71 |
Avg Bars in Losers | 57 | 77 | 37 | 57 | 77 | 37 |
Bars Traded | 4745 | 2601 | 2144 | 4745 | 2601 | 2144 |
Profit Streak | 95.4525 | 97.4525 | 95.4525 | 95.4525 | 97.4525 | 95.4525 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47972 | 398431 | -277641 | -44975 | 296047 | -48474 |
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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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