Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818824.4862 | 717280.7984 | 101543.6878 | 8269938.2717 | 8247850.9059 | 22087.3658 |
Total P&L (%) | 818.8245 | 717.2808 | 101.5437 | 8269.9383 | 8247.8509 | 22.0874 |
Avg Daily Profit (%) | 0.3275 | 0.2869 | 0.0406 | 0.1772 | 0.1771 | 0.008 |
Buy And Hold Return (%) | 727.3004 | 727.3004 | 727.3004 | 727.3004 | 727.3004 | 727.3004 |
Max Trade Drawdown | -99953 | -27801 | -82024 | -1968607 | -578114 | -1712951 |
Profit Factor | 3.4663 | 6.6389 | 1.4958 | 3.0614 | 6.1766 | 1.0091 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 52.459 | 58.0645 | 46.6667 | 52.459 | 58.0645 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.1413 | 4.7948 | 1.7095 | 2.7744 | 4.4609 | 1.1533 |
Largest Winning Trade | 276888 | 276888 | 62491 | 4416899 | 4416899 | 639617 |
Largest Losing Trade | -57316 | -27801 | -57316 | -1155030 | -578114 | -1155030 |
Avg Bars in Trades | 158 | 169 | 146 | 158 | 169 | 146 |
Avg Bars in Winners | 186 | 190 | 179 | 186 | 190 | 179 |
Avg Bars in Losers | 127 | 140 | 117 | 127 | 140 | 117 |
Bars Traded | 9659 | 5263 | 4396 | 9659 | 5263 | 4396 |
Profit Streak | 76.4905 | 104.4905 | 0 | 76.4905 | 104.4905 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -275992 | -146902 | -303380 | -151431 | 645737 | -559765 |
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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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