Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967286.1276 | 857983.9075 | 109302.2201 | 3586254.2216 | 3249363.0185 | 336891.2031 |
Total P&L (%) | 967.2861 | 857.9839 | 109.3022 | 3586.2542 | 3249.363 | 336.8912 |
Avg Daily Profit (%) | 0.527 | 0.4675 | 0.0596 | 0.1967 | 0.1915 | 0.0804 |
Buy And Hold Return (%) | 135.6325 | 135.6325 | 135.6325 | 135.6325 | 135.6325 | 135.6325 |
Max Trade Drawdown | -105690 | -48508 | -77373 | -2202645 | -684268 | -1861280 |
Profit Factor | 3.5994 | 6.1922 | 1.5284 | 1.8236 | 3.0834 | 1.1205 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 54.6875 | 56.25 | 53.125 | 54.6875 | 56.25 | 53.125 |
Ratio Avg Win / Avg Loss | 2.9824 | 4.8162 | 1.3486 | 1.511 | 2.3982 | 0.9887 |
Largest Winning Trade | 658552 | 658552 | 58106 | 1729837 | 1107061 | 1729837 |
Largest Losing Trade | -45412 | -45412 | -39763 | -1082822 | -684268 | -1082822 |
Avg Bars in Trades | 83 | 78 | 88 | 83 | 78 | 88 |
Avg Bars in Winners | 109 | 99 | 119 | 109 | 99 | 119 |
Avg Bars in Losers | 52 | 51 | 53 | 52 | 51 | 53 |
Bars Traded | 5343 | 2515 | 2828 | 5343 | 2515 | 2828 |
Profit Streak | 76.1986 | 112.1986 | 0 | 76.1986 | 112.1986 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124733 | 724987 | -277325 | -130864 | 561310 | -178527 |
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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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