Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831131.7386 | 745585.9242 | 85545.8144 | 1992683.8019 | 1255320.9028 | 737362.8991 |
Total P&L (%) | 831.1317 | 745.5859 | 85.5458 | 1992.6838 | 1255.3209 | 737.3629 |
Avg Daily Profit (%) | 0.332 | 0.2978 | 0.0342 | 0.1216 | 0.1042 | 0.0849 |
Buy And Hold Return (%) | 230.1131 | 230.1131 | 230.1131 | 230.1131 | 230.1131 | 230.1131 |
Max Trade Drawdown | -99100 | -117917 | -20528 | -615388 | -697013 | -101785 |
Profit Factor | 3.0877 | 3.276 | 2.2132 | 2.1196 | 1.7788 | 5.3931 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 57.5342 | 52.7778 | 62.1622 | 57.5342 | 52.7778 | 62.1622 |
Ratio Avg Win / Avg Loss | 2.279 | 2.9311 | 1.3472 | 1.5645 | 1.5915 | 3.2827 |
Largest Winning Trade | 428088 | 428088 | 19430 | 1115424 | 1115424 | 226257 |
Largest Losing Trade | -42715 | -42715 | -12818 | -497250 | -497250 | -91959 |
Avg Bars in Trades | 191 | 369 | 18 | 191 | 369 | 18 |
Avg Bars in Winners | 123 | 254 | 15 | 123 | 254 | 15 |
Avg Bars in Losers | 283 | 497 | 22 | 283 | 497 | 22 |
Bars Traded | 13962 | 13291 | 671 | 13962 | 13291 | 671 |
Profit Streak | 66.8121 | 0 | 305.8121 | 66.8121 | 0 | 305.8121 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61966 | 453487 | -306650 | -100752 | -50781 | -70731 |
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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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