Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904775.0925 | 823972.1949 | 80802.8976 | 5957405.0873 | 3743734.6765 | 2213670.4107 |
Total P&L (%) | 904.7751 | 823.9722 | 80.8029 | 5957.4051 | 3743.7347 | 2213.6704 |
Avg Daily Profit (%) | 0.4917 | 0.4478 | 0.0439 | 0.2233 | 0.1985 | 0.1709 |
Buy And Hold Return (%) | 712.4173 | 712.4173 | 712.4173 | 712.4173 | 712.4173 | 712.4173 |
Max Trade Drawdown | -81396 | -92996 | -64787 | -5132273 | -3506086 | -1884965 |
Profit Factor | 2.8254 | 4.5902 | 1.3036 | 1.4353 | 1.5146 | 1.3453 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 51.5625 | 56.25 | 46.875 | 51.5625 | 56.25 | 46.875 |
Ratio Avg Win / Avg Loss | 2.6542 | 3.5702 | 1.4774 | 1.3483 | 1.178 | 1.5246 |
Largest Winning Trade | 244709 | 244709 | 68275 | 3115827 | 2553279 | 3115827 |
Largest Losing Trade | -42522 | -34909 | -42522 | -1886908 | -1886908 | -1083168 |
Avg Bars in Trades | 82 | 72 | 92 | 82 | 72 | 92 |
Avg Bars in Winners | 109 | 84 | 138 | 109 | 84 | 138 |
Avg Bars in Losers | 54 | 57 | 51 | 54 | 57 | 51 |
Bars Traded | 5278 | 2329 | 2949 | 5278 | 2329 | 2949 |
Profit Streak | 42.1005 | 181.1005 | 0 | 42.1005 | 181.1005 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -208597 | -97277 | -301172 | -133599 | 374090 | 179893 |
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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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