Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463751.1073 | 383254.3972 | 80496.7101 | 1073743.5188 | 885239.0472 | 188504.4717 |
Total P&L (%) | 463.7511 | 383.2544 | 80.4967 | 1073.7435 | 885.239 | 188.5045 |
Avg Daily Profit (%) | 0.3284 | 0.2714 | 0.057 | 0.1746 | 0.1622 | 0.0751 |
Buy And Hold Return (%) | 46.6236 | 46.6236 | 46.6236 | 46.6236 | 46.6236 | 46.6236 |
Max Trade Drawdown | -107317 | -123407 | -43758 | -778266 | -859364 | -420500 |
Profit Factor | 2.367 | 2.4466 | 2.0832 | 1.4484 | 1.4764 | 1.3513 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 76 | 78.3784 | 73.6842 | 76 | 78.3784 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.7475 | 0.6749 | 0.744 | 0.4574 | 0.4073 | 0.4826 |
Largest Winning Trade | 84536 | 84536 | 15308 | 457444 | 457444 | 96241 |
Largest Losing Trade | -68659 | -68659 | -30023 | -417377 | -417377 | -299394 |
Avg Bars in Trades | 65 | 125 | 6 | 65 | 125 | 6 |
Avg Bars in Winners | 28 | 51 | 5 | 28 | 51 | 5 |
Avg Bars in Losers | 182 | 395 | 11 | 182 | 395 | 11 |
Bars Traded | 4902 | 4643 | 259 | 4902 | 4643 | 259 |
Profit Streak | 592.8031 | 603.0531 | 592.8031 | 592.8031 | 603.0531 | 592.8031 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45829 | 545388 | -120003 | -49134 | 440767 | -91852 |
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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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