Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417738.1056 | 335981.4641 | 81756.6415 | 576465.6104 | 574124.8209 | 2340.7895 |
Total P&L (%) | 417.7381 | 335.9815 | 81.7566 | 576.4656 | 574.1248 | 2.3408 |
Avg Daily Profit (%) | 0.3364 | 0.2706 | 0.0658 | 0.1541 | 0.1538 | 0.0019 |
Buy And Hold Return (%) | 16.5598 | 16.5598 | 16.5598 | 16.5598 | 16.5598 | 16.5598 |
Max Trade Drawdown | -90688 | -50701 | -81398 | -439853 | -201985 | -430453 |
Profit Factor | 2.2912 | 3.3515 | 1.4526 | 1.494 | 2.3084 | 1.0032 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 71.875 | 68.75 | 75 | 71.875 | 68.75 | 75 |
Ratio Avg Win / Avg Loss | 0.8966 | 1.5234 | 0.4842 | 0.5846 | 1.0493 | 0.3344 |
Largest Winning Trade | 175293 | 175293 | 39382 | 175293 | 175293 | 122893 |
Largest Losing Trade | -70170 | -50701 | -70170 | -348552 | -201985 | -348552 |
Avg Bars in Trades | 56 | 69 | 42 | 56 | 69 | 42 |
Avg Bars in Winners | 32 | 40 | 24 | 32 | 40 | 24 |
Avg Bars in Losers | 117 | 135 | 95 | 117 | 135 | 95 |
Bars Traded | 3590 | 2231 | 1359 | 3590 | 2231 | 1359 |
Profit Streak | 34.5013 | 158.5013 | 34.5013 | 34.5013 | 158.5013 | 34.5013 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128789 | 664996 | -102852 | -131913 | 531591 | -570556 |
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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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