Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925776.1169 | 862924.5336 | 62851.5833 | 13356371.5101 | 12164651.8103 | 1191719.6998 |
Total P&L (%) | 925.7761 | 862.9245 | 62.8516 | 13356.3715 | 12164.6518 | 1191.7197 |
Avg Daily Profit (%) | 0.3788 | 0.3531 | 0.0257 | 0.2008 | 0.197 | 0.1047 |
Buy And Hold Return (%) | 4173.1536 | 4173.1536 | 4173.1536 | 4173.1536 | 4173.1536 | 4173.1536 |
Max Trade Drawdown | -118156 | -78200 | -67222 | -10001066 | -7240419 | -6829275 |
Profit Factor | 3.3919 | 5.6902 | 1.3095 | 1.4 | 1.6462 | 1.0818 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 52.6316 | 55.1724 | 50 | 52.6316 | 55.1724 | 50 |
Ratio Avg Win / Avg Loss | 3.0527 | 4.6233 | 1.3095 | 1.26 | 1.3376 | 1.0818 |
Largest Winning Trade | 278873 | 278873 | 47565 | 7104864 | 7104864 | 4466737 |
Largest Losing Trade | -36079 | -36079 | -25881 | -4823914 | -4823914 | -2284076 |
Avg Bars in Trades | 81 | 88 | 73 | 81 | 88 | 73 |
Avg Bars in Winners | 106 | 115 | 96 | 106 | 115 | 96 |
Avg Bars in Losers | 52 | 56 | 49 | 52 | 56 | 49 |
Bars Traded | 4620 | 2572 | 2048 | 4620 | 2572 | 2048 |
Profit Streak | 159.7143 | 170.2143 | 159.7143 | 159.7143 | 170.2144 | 159.7144 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -327531 | -146547 | -344630 | -171999 | 302938 | -369517 |
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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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