Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727328.1315 | 686088.4146 | 41239.7169 | 1077299.8235 | 403241.6626 | 674058.1609 |
Total P&L (%) | 727.3281 | 686.0884 | 41.2397 | 1077.2998 | 403.2417 | 674.0582 |
Avg Daily Profit (%) | 0.2906 | 0.2742 | 0.0165 | 0.0986 | 0.0646 | 0.0818 |
Buy And Hold Return (%) | 268.3811 | 268.3811 | 268.3811 | 268.3811 | 268.3811 | 268.3811 |
Max Trade Drawdown | -107351 | -106103 | -35574 | -3455120 | -3220425 | -767752 |
Profit Factor | 2.5178 | 3.2216 | 1.242 | 1.1321 | 1.0667 | 1.3198 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 48.4375 | 43.75 | 53.125 | 48.4375 | 43.75 | 53.125 |
Ratio Avg Win / Avg Loss | 2.6802 | 4.1421 | 1.0959 | 1.2051 | 1.3714 | 1.1645 |
Largest Winning Trade | 337598 | 337598 | 43734 | 2734411 | 2734411 | 734588 |
Largest Losing Trade | -44502 | -44502 | -28196 | -1904224 | -1904224 | -470615 |
Avg Bars in Trades | 152 | 263 | 40 | 152 | 263 | 40 |
Avg Bars in Winners | 189 | 370 | 41 | 189 | 370 | 41 |
Avg Bars in Losers | 116 | 180 | 39 | 116 | 180 | 39 |
Bars Traded | 9735 | 8433 | 1302 | 9735 | 8433 | 1302 |
Profit Streak | 0 | 0 | 52.6212 | 0 | 0 | 52.6212 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133864 | 318994 | -335946 | -282508 | -266546 | -85713 |
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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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