Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568414.3995 | 437793.7613 | 130620.6382 | 2643923.753 | 1651664.7344 | 992259.0186 |
Total P&L (%) | 568.4144 | 437.7938 | 130.6206 | 2643.9238 | 1651.6647 | 992.259 |
Avg Daily Profit (%) | 0.3312 | 0.2551 | 0.0761 | 0.1932 | 0.167 | 0.1394 |
Buy And Hold Return (%) | 121.2269 | 121.2269 | 121.2269 | 121.2269 | 121.2269 | 121.2269 |
Max Trade Drawdown | -62024 | -36271 | -31212 | -2798539 | -1674899 | -1321510 |
Profit Factor | 3.2755 | 3.672 | 2.5197 | 1.349 | 1.3652 | 1.3249 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 61.9048 | 51.6129 | 71.875 | 61.9048 | 51.6129 | 71.875 |
Ratio Avg Win / Avg Loss | 2.0157 | 3.4425 | 0.986 | 0.8301 | 1.2799 | 0.5185 |
Largest Winning Trade | 242298 | 242298 | 43600 | 1127187 | 1127187 | 623476 |
Largest Losing Trade | -30095 | -30095 | -25629 | -1077938 | -1077938 | -1026081 |
Avg Bars in Trades | 49 | 60 | 38 | 49 | 60 | 38 |
Avg Bars in Winners | 53 | 70 | 40 | 53 | 70 | 40 |
Avg Bars in Losers | 43 | 50 | 31 | 43 | 50 | 31 |
Bars Traded | 3104 | 1881 | 1223 | 3104 | 1881 | 1223 |
Profit Streak | 50.6056 | 0 | 79.1056 | 50.6056 | 0 | 79.1056 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135080 | 450530 | -227598 | -142196 | 302659 | -4561 |
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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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