Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797682.0194 | 705500.1065 | 92181.9129 | 1761981.7116 | 1230687.3877 | 531294.3239 |
Total P&L (%) | 797.682 | 705.5001 | 92.1819 | 1761.9817 | 1230.6874 | 531.2943 |
Avg Daily Profit (%) | 0.4331 | 0.3831 | 0.0501 | 0.1589 | 0.1406 | 0.1001 |
Buy And Hold Return (%) | 107.0206 | 107.0206 | 107.0206 | 107.0206 | 107.0206 | 107.0206 |
Max Trade Drawdown | -72620 | -58866 | -39504 | -994688 | -665361 | -548376 |
Profit Factor | 2.8075 | 4.1014 | 1.4311 | 1.5316 | 1.6352 | 1.3858 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 51.5625 | 46.875 | 56.25 | 51.5625 | 46.875 | 56.25 |
Ratio Avg Win / Avg Loss | 2.6374 | 4.6483 | 1.1131 | 1.4388 | 1.8532 | 1.0779 |
Largest Winning Trade | 477612 | 477612 | 34565 | 648178 | 648178 | 353618 |
Largest Losing Trade | -58236 | -43319 | -58236 | -665361 | -665361 | -334981 |
Avg Bars in Trades | 79 | 100 | 59 | 79 | 100 | 59 |
Avg Bars in Winners | 121 | 168 | 81 | 121 | 168 | 81 |
Avg Bars in Losers | 36 | 40 | 30 | 36 | 40 | 30 |
Bars Traded | 5116 | 3225 | 1891 | 5116 | 3225 | 1891 |
Profit Streak | 80.4649 | 81.1316 | 0 | 80.4649 | 81.1316 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127350 | 567968 | -290183 | -133553 | -2464 | -58900 |
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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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