Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787534.3464 | 750822.4634 | 36711.8829 | 744819.9194 | 597899.1536 | 146920.7658 |
Total P&L (%) | 787.5343 | 750.8225 | 36.7119 | 744.8199 | 597.8992 | 146.9208 |
Avg Daily Profit (%) | 0.4264 | 0.4066 | 0.0199 | 0.1156 | 0.1053 | 0.049 |
Buy And Hold Return (%) | 234.2728 | 234.2728 | 234.2728 | 234.2728 | 234.2728 | 234.2728 |
Max Trade Drawdown | -152450 | -106733 | -87335 | -432052 | -297350 | -223822 |
Profit Factor | 2.8299 | 5.0695 | 1.1493 | 1.6733 | 2.1959 | 1.2423 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 34.7826 | 31.4286 | 38.2353 | 34.7826 | 31.4286 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.306 | 11.0607 | 1.8566 | 3.1374 | 4.791 | 2.0068 |
Largest Winning Trade | 656714 | 656714 | 51191 | 345233 | 345233 | 186471 |
Largest Losing Trade | -30311 | -19765 | -30311 | -110074 | -64502 | -110074 |
Avg Bars in Trades | 101 | 99 | 103 | 101 | 99 | 103 |
Avg Bars in Winners | 226 | 235 | 218 | 226 | 235 | 218 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 6991 | 3467 | 3524 | 6991 | 3467 | 3524 |
Profit Streak | 335.5127 | 408.5127 | 335.5127 | 335.5127 | 408.5127 | 335.5127 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98265 | 317812 | -391259 | -148864 | -57263 | -296471 |
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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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