Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870279.6231 | 785622.5603 | 84657.0629 | 7147305.5378 | 6091339.4231 | 1055966.1147 |
Total P&L (%) | 870.2796 | 785.6226 | 84.6571 | 7147.3055 | 6091.3394 | 1055.9661 |
Avg Daily Profit (%) | 0.4801 | 0.4334 | 0.0467 | 0.2366 | 0.2279 | 0.1351 |
Buy And Hold Return (%) | 637.3138 | 637.3138 | 637.3138 | 637.3138 | 637.3138 | 637.3138 |
Max Trade Drawdown | -77817 | -48756 | -97923 | -2289619 | -841349 | -1573292 |
Profit Factor | 3.0241 | 5.5806 | 1.3276 | 1.7171 | 2.632 | 1.1694 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 37.3134 | 41.1765 | 33.3333 | 37.3134 | 41.1765 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.0806 | 7.9723 | 2.6551 | 2.8848 | 3.76 | 2.3388 |
Largest Winning Trade | 214965 | 214965 | 70134 | 2730979 | 2483915 | 2730979 |
Largest Losing Trade | -33259 | -19494 | -33259 | -1107268 | -435395 | -1107268 |
Avg Bars in Trades | 75 | 36 | 115 | 75 | 36 | 115 |
Avg Bars in Winners | 153 | 62 | 269 | 153 | 62 | 269 |
Avg Bars in Losers | 28 | 18 | 38 | 28 | 18 | 38 |
Bars Traded | 5052 | 1239 | 3813 | 5052 | 1239 | 3813 |
Profit Streak | 29.5475 | 113.5475 | 0 | 29.5475 | 113.5475 | 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 | -161515 | -77616 | -301456 | -114066 | 388985 | -61009 |
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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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