Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733069.1231 | 678954.3558 | 54114.7673 | 11663084.7585 | 9350777.5278 | 2312307.2307 |
Total P&L (%) | 733.0691 | 678.9544 | 54.1148 | 11663.0848 | 9350.7775 | 2312.3072 |
Avg Daily Profit (%) | 0.2926 | 0.271 | 0.0216 | 0.1904 | 0.1817 | 0.1271 |
Buy And Hold Return (%) | 2954.0034 | 2954.0034 | 2954.0034 | 2954.0034 | 2954.0034 | 2954.0034 |
Max Trade Drawdown | -61731 | -65479 | -34691 | -1916251 | -1902978 | -411336 |
Profit Factor | 3.7173 | 5.6363 | 1.4387 | 3.2839 | 3.4714 | 2.7476 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 53.2258 | 58.0645 | 48.3871 | 53.2258 | 58.0645 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.2667 | 4.0707 | 1.5347 | 2.8858 | 2.5071 | 2.9308 |
Largest Winning Trade | 191443 | 191443 | 36807 | 4634585 | 4634585 | 980163 |
Largest Losing Trade | -30470 | -30470 | -21820 | -1902978 | -1902978 | -411336 |
Avg Bars in Trades | 155 | 266 | 45 | 155 | 266 | 45 |
Avg Bars in Winners | 176 | 285 | 45 | 176 | 285 | 45 |
Avg Bars in Losers | 132 | 239 | 45 | 132 | 239 | 45 |
Bars Traded | 9666 | 8253 | 1413 | 9666 | 8253 | 1413 |
Profit Streak | 87.7795 | 110.0295 | 0 | 87.7795 | 110.0295 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -307617 | -147304 | -328413 | -145557 | 472491 | -184105 |
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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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