Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1123237.4904 | 1030877.1811 | 92360.3093 | 2499943.2143 | 1973702.8741 | 526240.3402 |
Total P&L (%) | 1123.2375 | 1030.8772 | 92.3603 | 2499.9432 | 1973.7029 | 526.2403 |
Avg Daily Profit (%) | 0.6086 | 0.5585 | 0.05 | 0.1767 | 0.1644 | 0.0994 |
Buy And Hold Return (%) | 204.6397 | 204.6397 | 204.6397 | 204.6397 | 204.6397 | 204.6397 |
Max Trade Drawdown | -168700 | -120772 | -67154 | -1687477 | -1063677 | -713009 |
Profit Factor | 3.8017 | 5.3161 | 1.5699 | 1.7687 | 1.9319 | 1.464 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 40 | 42.4242 | 37.5 | 40 | 42.4242 | 37.5 |
Ratio Avg Win / Avg Loss | 5.7026 | 7.2148 | 2.6165 | 2.653 | 2.6218 | 2.44 |
Largest Winning Trade | 842598 | 842598 | 53194 | 1016869 | 1016869 | 455699 |
Largest Losing Trade | -42560 | -42560 | -19228 | -593340 | -593340 | -358977 |
Avg Bars in Trades | 81 | 108 | 54 | 81 | 108 | 54 |
Avg Bars in Winners | 145 | 180 | 104 | 145 | 180 | 104 |
Avg Bars in Losers | 39 | 55 | 23 | 39 | 55 | 23 |
Bars Traded | 5311 | 3583 | 1728 | 5311 | 3583 | 1728 |
Profit Streak | 243.479 | 243.479 | 260.1457 | 243.479 | 243.479 | 260.1457 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121755 | 555833 | -293321 | -128002 | 324771 | -65391 |
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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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