Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2241115.3039 | 2186885.9637 | 54229.3402 | 1193103.5134 | 1014378.583 | 178724.9304 |
Total P&L (%) | 2241.1153 | 2186.886 | 54.2293 | 1193.1035 | 1014.3786 | 178.7249 |
Avg Daily Profit (%) | 1.006 | 0.9817 | 0.0243 | 0.115 | 0.1083 | 0.046 |
Buy And Hold Return (%) | 231.8458 | 231.8458 | 231.8458 | 231.8458 | 231.8458 | 231.8458 |
Max Trade Drawdown | -117160 | -95667 | -71583 | -1852387 | -1502980 | -977748 |
Profit Factor | 5.3281 | 8.4088 | 1.2436 | 1.1764 | 1.2615 | 1.062 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 46.875 | 40.625 | 53.125 | 46.875 | 40.625 | 53.125 |
Ratio Avg Win / Avg Loss | 6.0386 | 12.2897 | 1.0973 | 1.3333 | 1.8438 | 0.937 |
Largest Winning Trade | 2084154 | 2084154 | 44587 | 2268255 | 2268255 | 598480 |
Largest Losing Trade | -44004 | -44004 | -33273 | -956248 | -956248 | -697505 |
Avg Bars in Trades | 134 | 128 | 140 | 134 | 128 | 140 |
Avg Bars in Winners | 173 | 150 | 190 | 173 | 150 | 190 |
Avg Bars in Losers | 100 | 114 | 83 | 100 | 114 | 83 |
Bars Traded | 8632 | 4127 | 4505 | 8632 | 4127 | 4505 |
Profit Streak | 54.5606 | 54.5606 | 82.8106 | 54.5606 | 54.5606 | 82.8106 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121929 | 674496 | -325052 | -210090 | -52062 | -449893 |
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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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