Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492666.7019 | 384151.1448 | 108515.5571 | 2186597.5243 | 1767928.8529 | 418668.6714 |
Total P&L (%) | 492.6667 | 384.1511 | 108.5156 | 2186.5975 | 1767.9289 | 418.6687 |
Avg Daily Profit (%) | 0.3488 | 0.272 | 0.0768 | 0.2218 | 0.2075 | 0.1166 |
Buy And Hold Return (%) | 61.6847 | 61.6847 | 61.6847 | 61.6847 | 61.6847 | 61.6847 |
Max Trade Drawdown | -76491 | -76491 | -28539 | -717094 | -717094 | -202715 |
Profit Factor | 3.2713 | 3.4965 | 2.7215 | 2.3623 | 2.4988 | 1.9839 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Losing Trades | 15 | 3 | 12 | 15 | 3 | 12 |
Profitability (%) | 76.1905 | 90.3226 | 62.5 | 76.1905 | 90.3226 | 62.5 |
Ratio Avg Win / Avg Loss | 1.0223 | 0.3746 | 1.6329 | 0.7382 | 0.2677 | 1.1904 |
Largest Winning Trade | 72513 | 72513 | 31064 | 576852 | 576852 | 222196 |
Largest Losing Trade | -76491 | -76491 | -28539 | -717094 | -717094 | -123650 |
Avg Bars in Trades | 39 | 74 | 4 | 39 | 74 | 4 |
Avg Bars in Winners | 21 | 35 | 2 | 21 | 35 | 2 |
Avg Bars in Losers | 94 | 444 | 7 | 94 | 444 | 7 |
Bars Traded | 2461 | 2321 | 140 | 2461 | 2321 | 140 |
Profit Streak | 570.5803 | 702.0803 | 570.5803 | 570.5803 | 702.0803 | 570.5803 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132610 | 643643 | -91225 | -136700 | 588022 | -32366 |
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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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