Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882650.0203 | 744438.503 | 138211.5173 | 3622683.1915 | 2453203.9675 | 1169479.2241 |
Total P&L (%) | 882.65 | 744.4385 | 138.2115 | 3622.6832 | 2453.204 | 1169.4792 |
Avg Daily Profit (%) | 0.3531 | 0.2978 | 0.0553 | 0.1448 | 0.1297 | 0.1017 |
Buy And Hold Return (%) | 370.5808 | 370.5808 | 370.5808 | 370.5808 | 370.5808 | 370.5808 |
Max Trade Drawdown | -98273 | -79859 | -148165 | -322528 | -322528 | -441315 |
Profit Factor | 3.0524 | 4.835 | 1.5858 | 3.6804 | 4.5315 | 2.7804 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 58.4615 | 50 | 66.6667 | 58.4615 | 50 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.1688 | 4.835 | 0.7929 | 2.615 | 4.5315 | 1.3902 |
Largest Winning Trade | 436939 | 436939 | 36981 | 1409615 | 1409615 | 773077 |
Largest Losing Trade | -68909 | -35959 | -68909 | -322528 | -322528 | -269083 |
Avg Bars in Trades | 72 | 85 | 59 | 72 | 85 | 59 |
Avg Bars in Winners | 73 | 75 | 72 | 73 | 75 | 72 |
Avg Bars in Losers | 70 | 96 | 34 | 70 | 96 | 34 |
Bars Traded | 4723 | 2746 | 1977 | 4723 | 2746 | 1977 |
Profit Streak | 133.6469 | 133.6469 | 807.1469 | 133.6469 | 133.6469 | 807.1469 |
Trades During Streak | 3 | 1 | 9 | 3 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122718 | 369138 | -281149 | -126066 | -11747 | -52010 |
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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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