Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455705.7956 | 374742.9745 | 80962.8211 | 2650829.8871 | 2418495.6051 | 232334.2821 |
Total P&L (%) | 455.7058 | 374.743 | 80.9628 | 2650.8299 | 2418.4956 | 232.3343 |
Avg Daily Profit (%) | 0.5122 | 0.4212 | 0.091 | 0.3732 | 0.3633 | 0.1351 |
Buy And Hold Return (%) | 327.9864 | 327.9864 | 327.9864 | 327.9864 | 327.9864 | 327.9864 |
Max Trade Drawdown | -46664 | -32558 | -23078 | -1060844 | -473132 | -638508 |
Profit Factor | 3.7211 | 5.7787 | 1.9092 | 2.1021 | 3.0395 | 1.1905 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 60.8108 | 62.1622 | 59.4595 | 60.8108 | 62.1622 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.398 | 3.5174 | 1.3017 | 1.3547 | 1.8502 | 0.8117 |
Largest Winning Trade | 120599 | 120599 | 33853 | 1455348 | 1455348 | 606332 |
Largest Losing Trade | -21223 | -21223 | -19935 | -281891 | -281891 | -259422 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 3232 | 1608 | 1625 | 3232 | 1608 | 1625 |
Profit Streak | 4.8253 | 15.8253 | 4.8253 | 4.8253 | 15.8253 | 4.8253 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93562 | -101388 | -232959 | -53674 | 626430 | -189320 |
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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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