Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825971.1899 | 725166.8718 | 100804.318 | 1320527.3156 | 1081788.6889 | 238738.6266 |
Total P&L (%) | 825.9712 | 725.1669 | 100.8043 | 1320.5273 | 1081.7887 | 238.7386 |
Avg Daily Profit (%) | 0.3302 | 0.2899 | 0.0403 | 0.1061 | 0.0988 | 0.0488 |
Buy And Hold Return (%) | 338.8034 | 338.8034 | 338.8034 | 338.8034 | 338.8034 | 338.8034 |
Max Trade Drawdown | -118531 | -68920 | -191793 | -320743 | -94344 | -436017 |
Profit Factor | 2.8098 | 5.0445 | 1.3638 | 2.6529 | 4.9286 | 1.456 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 60 | 53.125 | 66.6667 | 60 | 53.125 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.8732 | 4.451 | 0.6819 | 1.7686 | 4.3488 | 0.728 |
Largest Winning Trade | 441728 | 441728 | 44621 | 578324 | 578324 | 255724 |
Largest Losing Trade | -80513 | -41934 | -80513 | -236576 | -69868 | -236576 |
Avg Bars in Trades | 109 | 126 | 93 | 109 | 126 | 93 |
Avg Bars in Winners | 110 | 106 | 112 | 110 | 106 | 112 |
Avg Bars in Losers | 109 | 147 | 56 | 109 | 147 | 56 |
Bars Traded | 7135 | 4034 | 3101 | 7135 | 4034 | 3101 |
Profit Streak | 133.115 | 133.115 | 336.4483 | 133.115 | 133.115 | 336.4483 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122808 | 418381 | -302570 | -181488 | -54955 | -290691 |
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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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