Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744289.9214 | 630231.7794 | 114058.142 | 2930504.8442 | 2148133.9765 | 782370.8676 |
Total P&L (%) | 744.2899 | 630.2318 | 114.0581 | 2930.5048 | 2148.134 | 782.3709 |
Avg Daily Profit (%) | 0.4032 | 0.3414 | 0.0618 | 0.185 | 0.1688 | 0.118 |
Buy And Hold Return (%) | 186.0652 | 186.0652 | 186.0652 | 186.0652 | 186.0652 | 186.0652 |
Max Trade Drawdown | -108867 | -71032 | -75894 | -960642 | -659210 | -743174 |
Profit Factor | 3.0588 | 4.717 | 1.5941 | 1.8854 | 2.5808 | 1.401 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 52.459 | 48.3871 | 56.6667 | 52.459 | 48.3871 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.772 | 5.0314 | 1.2191 | 1.7086 | 2.7528 | 1.0714 |
Largest Winning Trade | 427948 | 427948 | 61470 | 1063711 | 573277 | 1063711 |
Largest Losing Trade | -44130 | -20828 | -44130 | -424526 | -203387 | -424526 |
Avg Bars in Trades | 114 | 112 | 117 | 114 | 112 | 117 |
Avg Bars in Winners | 148 | 153 | 144 | 148 | 153 | 144 |
Avg Bars in Losers | 77 | 74 | 80 | 77 | 74 | 80 |
Bars Traded | 6996 | 3485 | 3511 | 6996 | 3485 | 3511 |
Profit Streak | 95.7152 | 154.9652 | 0 | 95.7152 | 154.9652 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151725 | 517091 | -273503 | -153633 | 467590 | -35546 |
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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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