Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792117.372 | 651743.2524 | 140374.1196 | 5290530.3135 | 2885292.8475 | 2405237.466 |
Total P&L (%) | 792.1174 | 651.7433 | 140.3741 | 5290.5303 | 2885.2928 | 2405.2375 |
Avg Daily Profit (%) | 0.4302 | 0.354 | 0.0762 | 0.2168 | 0.1846 | 0.1751 |
Buy And Hold Return (%) | 210.0123 | 210.0123 | 210.0123 | 210.0123 | 210.0123 | 210.0123 |
Max Trade Drawdown | -86618 | -45279 | -48025 | -9260326 | -5878546 | -3474808 |
Profit Factor | 2.9703 | 4.1016 | 1.7315 | 1.3225 | 1.278 | 1.3991 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 52.381 | 53.125 | 51.6129 | 52.381 | 53.125 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.7003 | 3.619 | 1.6233 | 1.2023 | 1.1277 | 1.3117 |
Largest Winning Trade | 360065 | 360065 | 47736 | 4190394 | 4190394 | 3201768 |
Largest Losing Trade | -44691 | -32667 | -44691 | -4786112 | -4786112 | -1944527 |
Avg Bars in Trades | 338 | 371 | 304 | 338 | 371 | 304 |
Avg Bars in Winners | 414 | 433 | 393 | 414 | 433 | 393 |
Avg Bars in Losers | 255 | 301 | 208 | 255 | 301 | 208 |
Bars Traded | 21315 | 11886 | 9429 | 21315 | 11886 | 9429 |
Profit Streak | 0 | 0 | 81.3176 | 0 | 0 | 81.3176 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137438 | 498352 | -252928 | -142288 | 296229 | 332687 |
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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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