Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785821.5655 | 673194.2381 | 112627.3274 | 2402728.1201 | 1613760.6294 | 788967.4907 |
Total P&L (%) | 785.8216 | 673.1942 | 112.6273 | 2402.7281 | 1613.7606 | 788.9675 |
Avg Daily Profit (%) | 0.313 | 0.2681 | 0.0449 | 0.1283 | 0.1132 | 0.0871 |
Buy And Hold Return (%) | 384.6336 | 384.6336 | 384.6336 | 384.6336 | 384.6336 | 384.6336 |
Max Trade Drawdown | -73066 | -83731 | -102239 | -293433 | -282738 | -313450 |
Profit Factor | 2.7793 | 4.0989 | 1.5019 | 2.9647 | 3.578 | 2.3216 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 63.7681 | 58.8235 | 68.5714 | 63.7681 | 58.8235 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.5792 | 2.8692 | 0.6884 | 1.6845 | 2.5046 | 1.0641 |
Largest Winning Trade | 406335 | 406335 | 37204 | 925393 | 925393 | 462404 |
Largest Losing Trade | -62370 | -40731 | -62370 | -160505 | -127934 | -160505 |
Avg Bars in Trades | 102 | 123 | 83 | 102 | 123 | 83 |
Avg Bars in Winners | 96 | 95 | 97 | 96 | 95 | 97 |
Avg Bars in Losers | 113 | 161 | 52 | 113 | 161 | 52 |
Bars Traded | 7092 | 4182 | 2910 | 7092 | 4182 | 2910 |
Profit Streak | 147.3346 | 147.3346 | 333.0012 | 147.3346 | 147.3346 | 333.0012 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95157 | 320394 | -295378 | -118981 | -35010 | -75802 |
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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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