Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724831.8829 | 670983.9491 | 53847.9338 | 772752.5815 | 566026.4998 | 206726.0817 |
Total P&L (%) | 724.8319 | 670.9839 | 53.8479 | 772.7526 | 566.0265 | 206.7261 |
Avg Daily Profit (%) | 0.3946 | 0.3653 | 0.0293 | 0.118 | 0.1033 | 0.061 |
Buy And Hold Return (%) | 184.9568 | 184.9568 | 184.9568 | 184.9568 | 184.9568 | 184.9568 |
Max Trade Drawdown | -143285 | -140674 | -60803 | -669709 | -637145 | -123243 |
Profit Factor | 3.0835 | 4.2218 | 1.3857 | 1.668 | 1.6815 | 1.6337 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 44.6154 | 45.4545 | 43.75 | 44.6154 | 45.4545 | 43.75 |
Ratio Avg Win / Avg Loss | 3.8278 | 5.0662 | 1.7816 | 2.0707 | 2.0178 | 2.1004 |
Largest Winning Trade | 576751 | 576751 | 45799 | 497084 | 497084 | 198194 |
Largest Losing Trade | -47156 | -47156 | -30009 | -360580 | -360580 | -60655 |
Avg Bars in Trades | 81 | 83 | 78 | 81 | 83 | 78 |
Avg Bars in Winners | 106 | 116 | 96 | 106 | 116 | 96 |
Avg Bars in Losers | 60 | 55 | 65 | 60 | 55 | 65 |
Bars Traded | 5269 | 2743 | 2526 | 5269 | 2743 | 2526 |
Profit Streak | 26.0846 | 26.0846 | 28.7513 | 26.0846 | 26.0846 | 28.7513 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124054 | 463372 | -319697 | -171277 | -55789 | -239407 |
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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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