Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553103.7668 | 336472.9477 | 216630.8192 | 5199173.3408 | 3325688.7048 | 1873484.636 |
Total P&L (%) | 553.1038 | 336.4729 | 216.6308 | 5199.1733 | 3325.6887 | 1873.4846 |
Avg Daily Profit (%) | 0.2309 | 0.1405 | 0.0905 | 0.1659 | 0.1477 | 0.1246 |
Buy And Hold Return (%) | 214.5933 | 214.5933 | 214.5933 | 214.5933 | 214.5933 | 214.5933 |
Max Trade Drawdown | -61301 | -83126 | -81081 | -789189 | -789189 | -327557 |
Profit Factor | 3.1746 | 3.4217 | 2.8771 | 3.5792 | 3.4767 | 3.7837 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 64.0625 | 59.375 | 68.75 | 64.0625 | 59.375 | 68.75 |
Ratio Avg Win / Avg Loss | 1.7809 | 2.3411 | 1.3078 | 2.0078 | 2.3788 | 1.7199 |
Largest Winning Trade | 88081 | 88081 | 44946 | 1426270 | 1426270 | 931873 |
Largest Losing Trade | -45651 | -42136 | -45651 | -789189 | -789189 | -327557 |
Avg Bars in Trades | 71 | 74 | 68 | 71 | 74 | 68 |
Avg Bars in Winners | 59 | 51 | 66 | 59 | 51 | 66 |
Avg Bars in Losers | 93 | 109 | 73 | 93 | 109 | 73 |
Bars Traded | 4587 | 2389 | 2198 | 4587 | 2389 | 2198 |
Profit Streak | 0 | 0 | 347.1385 | 0 | 0 | 347.1385 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130794 | -7528 | -227283 | -127177 | 443734 | -15986 |
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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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