Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736220.591 | 691576.526 | 44644.065 | 792319.9655 | 575427.4815 | 216892.484 |
Total P&L (%) | 736.2206 | 691.5765 | 44.6441 | 792.32 | 575.4275 | 216.8925 |
Avg Daily Profit (%) | 0.4016 | 0.3773 | 0.0244 | 0.1195 | 0.1043 | 0.0629 |
Buy And Hold Return (%) | 195.3977 | 195.3977 | 195.3977 | 195.3977 | 195.3977 | 195.3977 |
Max Trade Drawdown | -84193 | -67922 | -67119 | -535009 | -371879 | -463254 |
Profit Factor | 2.8778 | 5.1175 | 1.1992 | 1.3895 | 1.6077 | 1.1995 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 38.4615 | 36.3636 | 40.625 | 38.4615 | 36.3636 | 40.625 |
Ratio Avg Win / Avg Loss | 4.6044 | 8.9557 | 1.7527 | 2.2232 | 2.8134 | 1.7531 |
Largest Winning Trade | 584851 | 584851 | 43570 | 345477 | 345477 | 253222 |
Largest Losing Trade | -40973 | -18215 | -40973 | -193635 | -113530 | -193635 |
Avg Bars in Trades | 326 | 314 | 338 | 326 | 314 | 338 |
Avg Bars in Winners | 630 | 608 | 652 | 630 | 608 | 652 |
Avg Bars in Losers | 135 | 146 | 123 | 135 | 146 | 123 |
Bars Traded | 21208 | 10378 | 10830 | 21208 | 10378 | 10830 |
Profit Streak | 0 | 0 | 87.4366 | 0 | 0 | 87.4366 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127938 | 341083 | -329525 | -174293 | -58821 | -243505 |
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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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