Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903298.3248 | 755090.4105 | 148207.9143 | 2091871.0643 | 1541985.0595 | 549886.0047 |
Total P&L (%) | 903.2983 | 755.0904 | 148.2079 | 2091.8711 | 1541.9851 | 549.886 |
Avg Daily Profit (%) | 0.4799 | 0.4011 | 0.0787 | 0.1642 | 0.1488 | 0.0995 |
Buy And Hold Return (%) | 80.4198 | 80.4198 | 80.4198 | 80.4198 | 80.4198 | 80.4198 |
Max Trade Drawdown | -201703 | -104826 | -142071 | -540998 | -195905 | -424549 |
Profit Factor | 2.6598 | 3.7526 | 1.5491 | 2.9066 | 4.8953 | 1.784 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 56.9231 | 50 | 63.6364 | 56.9231 | 50 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.0128 | 3.7526 | 0.8852 | 2.1996 | 4.8953 | 1.0195 |
Largest Winning Trade | 319747 | 319747 | 48764 | 791435 | 791435 | 347312 |
Largest Losing Trade | -52748 | -52748 | -45540 | -266737 | -86956 | -266737 |
Avg Bars in Trades | 80 | 99 | 62 | 80 | 99 | 62 |
Avg Bars in Winners | 91 | 107 | 79 | 91 | 107 | 79 |
Avg Bars in Losers | 66 | 91 | 32 | 66 | 91 | 32 |
Bars Traded | 5229 | 3176 | 2053 | 5229 | 3176 | 2053 |
Profit Streak | 360.294 | 372.294 | 360.294 | 360.294 | 372.294 | 360.294 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118158 | 646776 | -92716 | -120380 | 541203 | -54479 |
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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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