Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847698.3804 | 724928.2904 | 122770.0901 | 6885283.533 | 5397284.7643 | 1487998.7687 |
Total P&L (%) | 847.6984 | 724.9283 | 122.7701 | 6885.2835 | 5397.2848 | 1487.9988 |
Avg Daily Profit (%) | 0.3389 | 0.2899 | 0.0491 | 0.1699 | 0.1603 | 0.1106 |
Buy And Hold Return (%) | 796.9601 | 796.9601 | 796.9601 | 796.9601 | 796.9601 | 796.9601 |
Max Trade Drawdown | -83474 | -84122 | -60990 | -762026 | -522029 | -347213 |
Profit Factor | 3.1318 | 4.2979 | 1.6903 | 4.2357 | 5.5151 | 2.5956 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 64.1791 | 66.6667 | 61.7647 | 64.1791 | 66.6667 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.748 | 2.149 | 1.0464 | 2.3641 | 2.7576 | 1.6068 |
Largest Winning Trade | 342376 | 342376 | 46768 | 2594916 | 2594916 | 812561 |
Largest Losing Trade | -60990 | -41001 | -60990 | -374759 | -374759 | -236093 |
Avg Bars in Trades | 103 | 135 | 72 | 103 | 135 | 72 |
Avg Bars in Winners | 121 | 140 | 102 | 121 | 140 | 102 |
Avg Bars in Losers | 70 | 125 | 23 | 70 | 125 | 23 |
Bars Traded | 6918 | 4458 | 2460 | 6918 | 4458 | 2460 |
Profit Streak | 437.6236 | 448.9569 | 437.6236 | 437.6236 | 448.9569 | 437.6236 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -248493 | -146182 | -288177 | -102716 | 692265 | -44858 |
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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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