Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528710.3966 | 499962.0612 | 28748.3355 | 368707.6265 | 265877.0868 | 102830.5396 |
Total P&L (%) | 528.7104 | 499.9621 | 28.7483 | 368.7076 | 265.8771 | 102.8305 |
Avg Daily Profit (%) | 0.287 | 0.2714 | 0.0156 | 0.0839 | 0.0704 | 0.0384 |
Buy And Hold Return (%) | 172.5644 | 172.5644 | 172.5644 | 172.5644 | 172.5644 | 172.5644 |
Max Trade Drawdown | -109355 | -75272 | -73956 | -216683 | -144513 | -162980 |
Profit Factor | 2.2874 | 3.6021 | 1.1316 | 1.5062 | 1.7138 | 1.2889 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 46.1538 | 42.4242 | 50 | 46.1538 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 2.6687 | 4.8885 | 1.1316 | 1.7572 | 2.3258 | 1.2889 |
Largest Winning Trade | 420554 | 420554 | 45010 | 132352 | 132352 | 87573 |
Largest Losing Trade | -44463 | -19697 | -44463 | -83649 | -69854 | -83649 |
Avg Bars in Trades | 326 | 309 | 343 | 326 | 309 | 343 |
Avg Bars in Winners | 531 | 486 | 570 | 531 | 486 | 570 |
Avg Bars in Losers | 150 | 179 | 115 | 150 | 179 | 115 |
Bars Traded | 21208 | 10221 | 10987 | 21208 | 10221 | 10987 |
Profit Streak | 95.5091 | 98.8424 | 95.5091 | 95.5091 | 98.8424 | 95.5091 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126333 | 352295 | -413069 | -220896 | -107612 | -306848 |
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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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