Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863301.2569 | 755721.5361 | 107579.7208 | 7566987.7495 | 4928582.1751 | 2638405.5744 |
Total P&L (%) | 863.3013 | 755.7215 | 107.5797 | 7566.9877 | 4928.5822 | 2638.4056 |
Avg Daily Profit (%) | 0.4144 | 0.3627 | 0.0516 | 0.2085 | 0.1882 | 0.159 |
Buy And Hold Return (%) | 466.4052 | 466.4052 | 466.4052 | 466.4052 | 466.4052 | 466.4052 |
Max Trade Drawdown | -63036 | -86081 | -9518 | -1579213 | -1737750 | -329080 |
Profit Factor | 4.6455 | 4.7584 | 4.0103 | 2.6459 | 2.228 | 5.5192 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 60.5634 | 54.2857 | 66.6667 | 60.5634 | 54.2857 | 66.6667 |
Ratio Avg Win / Avg Loss | 3.025 | 4.0071 | 2.0051 | 1.7229 | 1.8762 | 2.7596 |
Largest Winning Trade | 433428 | 433428 | 29630 | 3800571 | 3800571 | 764248 |
Largest Losing Trade | -51268 | -51268 | -5581 | -1579213 | -1579213 | -241522 |
Avg Bars in Trades | 325 | 635 | 24 | 325 | 635 | 24 |
Avg Bars in Winners | 307 | 662 | 27 | 307 | 662 | 27 |
Avg Bars in Losers | 352 | 602 | 18 | 352 | 602 | 18 |
Bars Traded | 23107 | 22233 | 874 | 23107 | 22233 | 874 |
Profit Streak | 137.0654 | 211.6487 | 137.0654 | 137.0654 | 211.6487 | 137.0654 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79147 | 344021 | -279658 | -75512 | 507851 | 647051 |
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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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