Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420405.5753 | 367697.5842 | 52707.9912 | 1336970.5784 | 1237463.0324 | 99507.5461 |
Total P&L (%) | 420.4056 | 367.6976 | 52.708 | 1336.9706 | 1237.463 | 99.5075 |
Avg Daily Profit (%) | 0.4803 | 0.4201 | 0.0602 | 0.305 | 0.2967 | 0.0789 |
Buy And Hold Return (%) | 361.8796 | 361.8796 | 361.8796 | 361.8796 | 361.8796 | 361.8796 |
Max Trade Drawdown | -47408 | -30594 | -28368 | -955102 | -417188 | -558337 |
Profit Factor | 3.2583 | 5.1948 | 1.5351 | 1.7441 | 2.5348 | 1.1005 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 54.0984 | 51.6129 | 56.6667 | 54.0984 | 51.6129 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.7646 | 4.8702 | 1.1739 | 1.4798 | 2.3764 | 0.8415 |
Largest Winning Trade | 150942 | 150942 | 28516 | 820760 | 820760 | 456999 |
Largest Losing Trade | -15330 | -12671 | -15330 | -340501 | -238296 | -340501 |
Avg Bars in Trades | 52 | 52 | 51 | 52 | 52 | 51 |
Avg Bars in Winners | 78 | 85 | 71 | 78 | 85 | 71 |
Avg Bars in Losers | 21 | 16 | 26 | 21 | 16 | 26 |
Bars Traded | 3184 | 1625 | 1559 | 3184 | 1625 | 1559 |
Profit Streak | 0 | 0 | 13.0209 | 0 | 0 | 13.0209 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -264685 | -143166 | -275345 | -156832 | 400599 | -363582 |
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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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