Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798160.5537 | 647853.5172 | 150307.0364 | 5418835.2917 | 4951148.1995 | 467687.0923 |
Total P&L (%) | 798.1606 | 647.8535 | 150.307 | 5418.8353 | 4951.1482 | 467.6871 |
Avg Daily Profit (%) | 0.3341 | 0.2712 | 0.0629 | 0.168 | 0.1643 | 0.0727 |
Buy And Hold Return (%) | 108.4896 | 108.4896 | 108.4896 | 108.4896 | 108.4896 | 108.4896 |
Max Trade Drawdown | -127625 | -42810 | -151531 | -881252 | -236176 | -897868 |
Profit Factor | 2.8426 | 5.2587 | 1.5348 | 3.3162 | 7.6946 | 1.2923 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 63.1579 | 65.5172 | 60.7143 | 63.1579 | 65.5172 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.6582 | 2.7677 | 0.9931 | 1.9345 | 4.0498 | 0.8362 |
Largest Winning Trade | 224412 | 224412 | 60589 | 3817656 | 3817656 | 576345 |
Largest Losing Trade | -64945 | -38997 | -64945 | -660425 | -220826 | -660425 |
Avg Bars in Trades | 78 | 88 | 67 | 78 | 88 | 67 |
Avg Bars in Winners | 79 | 85 | 73 | 79 | 85 | 73 |
Avg Bars in Losers | 75 | 95 | 58 | 75 | 95 | 58 |
Bars Traded | 4457 | 2574 | 1883 | 4457 | 2574 | 1883 |
Profit Streak | 139.4051 | 153.4051 | 139.4051 | 139.4051 | 153.4051 | 139.4051 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161769 | 693136 | -173631 | -162274 | 704506 | -118140 |
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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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