Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1374594.1367 | 1359852.6308 | 14741.5059 | 801987.5776 | 347417.9925 | 454569.5851 |
Total P&L (%) | 1374.5941 | 1359.8526 | 14.7415 | 801.9876 | 347.418 | 454.5696 |
Avg Daily Profit (%) | 0.7581 | 0.7499 | 0.0081 | 0.1214 | 0.0827 | 0.0945 |
Buy And Hold Return (%) | 493.315 | 493.315 | 493.315 | 493.315 | 493.315 | 493.315 |
Max Trade Drawdown | -202627 | -183805 | -30639 | -5732210 | -5372531 | -584619 |
Profit Factor | 3.6273 | 3.8721 | 1.2965 | 1.0766 | 1.0357 | 1.6035 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 46.5753 | 38.8889 | 54.0541 | 46.5753 | 38.8889 | 54.0541 |
Ratio Avg Win / Avg Loss | 4.1607 | 6.0847 | 1.102 | 1.2349 | 1.6276 | 1.363 |
Largest Winning Trade | 830801 | 830801 | 12092 | 1822101 | 1822101 | 497126 |
Largest Losing Trade | -66837 | -66837 | -7369 | -1930763 | -1930763 | -153213 |
Avg Bars in Trades | 131 | 263 | 3 | 131 | 263 | 3 |
Avg Bars in Winners | 145 | 348 | 3 | 145 | 348 | 3 |
Avg Bars in Losers | 120 | 210 | 3 | 120 | 210 | 3 |
Bars Traded | 9633 | 9500 | 133 | 9633 | 9500 | 133 |
Profit Streak | 154.2311 | 154.8977 | 154.2311 | 154.2311 | 154.8977 | 154.2311 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60350 | 454710 | -346297 | -252904 | -432220 | -229258 |
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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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