Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848462.3279 | 769126.9435 | 79335.3844 | 1315168.2574 | 1017026.2633 | 298141.9941 |
Total P&L (%) | 848.4623 | 769.1269 | 79.3354 | 1315.1683 | 1017.0263 | 298.142 |
Avg Daily Profit (%) | 0.3391 | 0.3074 | 0.0317 | 0.106 | 0.0965 | 0.0552 |
Buy And Hold Return (%) | 257.388 | 257.388 | 257.388 | 257.388 | 257.388 | 257.388 |
Max Trade Drawdown | -94834 | -92609 | -42135 | -201566 | -234278 | -201566 |
Profit Factor | 3.2517 | 4.1604 | 1.5945 | 2.5664 | 3.1934 | 1.7931 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 45.7627 | 36.6667 | 55.1724 | 45.7627 | 36.6667 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.8539 | 7.1862 | 1.2955 | 3.0417 | 5.5159 | 1.4569 |
Largest Winning Trade | 469390 | 469390 | 33003 | 595173 | 595173 | 216932 |
Largest Losing Trade | -34571 | -32806 | -34571 | -201566 | -87667 | -201566 |
Avg Bars in Trades | 78 | 103 | 51 | 78 | 103 | 51 |
Avg Bars in Winners | 94 | 150 | 56 | 94 | 150 | 56 |
Avg Bars in Losers | 64 | 76 | 46 | 64 | 76 | 46 |
Bars Traded | 4622 | 3117 | 1505 | 4622 | 3117 | 1505 |
Profit Streak | 81.0502 | 141.5502 | 0 | 81.0502 | 141.5502 | 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 | -167994 | 314711 | -313806 | -228059 | -64156 | -232769 |
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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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