Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1748353.8363 | 1706504.1867 | 41849.6496 | 443111.1507 | 640817.8947 | -197706.744 |
Total P&L (%) | 1748.3538 | 1706.5042 | 41.8497 | 443.1112 | 640.8179 | -197.7067 |
Avg Daily Profit (%) | 0.938 | 0.9155 | 0.0225 | 0.0908 | 0.1075 | 0 |
Buy And Hold Return (%) | 70.7219 | 70.7219 | 70.7219 | 70.7219 | 70.7219 | 70.7219 |
Max Trade Drawdown | -115949 | -80935 | -72250 | -1057627 | -676108 | -724254 |
Profit Factor | 4.4236 | 7.6033 | 1.1659 | 1.1168 | 1.339 | 0.8961 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 38.0952 | 31.25 | 45.1613 | 38.0952 | 31.25 | 45.1613 |
Ratio Avg Win / Avg Loss | 7.1884 | 16.7274 | 1.4157 | 1.8149 | 2.9458 | 1.0881 |
Largest Winning Trade | 1678311 | 1678311 | 68584 | 1313406 | 1313406 | 379659 |
Largest Losing Trade | -40332 | -30961 | -40332 | -292251 | -292251 | -269196 |
Avg Bars in Trades | 56 | 49 | 64 | 56 | 49 | 64 |
Avg Bars in Winners | 97 | 93 | 101 | 97 | 93 | 101 |
Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
Bars Traded | 3583 | 1590 | 1993 | 3583 | 1590 | 1993 |
Profit Streak | 44.8428 | 44.8428 | 54.3428 | 44.8428 | 44.8428 | 54.3428 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134261 | 540927 | -368035 | -318014 | -54401 | -580470 |
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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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