Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858382.8023 | 809620.6092 | 48762.1931 | 3496028.1989 | 2968509.7265 | 527518.4723 |
Total P&L (%) | 858.3828 | 809.6206 | 48.7622 | 3496.0282 | 2968.5097 | 527.5185 |
Avg Daily Profit (%) | 0.4698 | 0.4431 | 0.0267 | 0.1963 | 0.1876 | 0.1006 |
Buy And Hold Return (%) | 830.7091 | 830.7091 | 830.7091 | 830.7091 | 830.7091 | 830.7091 |
Max Trade Drawdown | -91237 | -58418 | -60853 | -3523925 | -2399004 | -2092601 |
Profit Factor | 2.6359 | 4.7011 | 1.1594 | 1.2971 | 1.5691 | 1.0806 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 47.6923 | 53.125 | 42.4242 | 47.6923 | 53.125 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.891 | 4.148 | 1.5734 | 1.4227 | 1.3845 | 1.4665 |
Largest Winning Trade | 313410 | 313410 | 78757 | 1999211 | 1463327 | 1999211 |
Largest Losing Trade | -34761 | -34761 | -33622 | -1504898 | -1504898 | -1361022 |
Avg Bars in Trades | 105 | 91 | 119 | 105 | 91 | 119 |
Avg Bars in Winners | 155 | 116 | 203 | 155 | 116 | 203 |
Avg Bars in Losers | 60 | 62 | 58 | 60 | 62 | 58 |
Bars Traded | 6871 | 2920 | 3951 | 6871 | 2920 | 3951 |
Profit Streak | 0 | 169.5284 | 0 | 0 | 169.5284 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -276939 | -146745 | -370074 | -130861 | 302357 | -358959 |
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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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