Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761891.6752 | 658168.5363 | 103723.1389 | 5443627.3786 | 4752475.3936 | 691151.985 |
Total P&L (%) | 761.8917 | 658.1685 | 103.7231 | 5443.6274 | 4752.4754 | 691.152 |
Avg Daily Profit (%) | 0.3048 | 0.2633 | 0.0415 | 0.1607 | 0.1554 | 0.0828 |
Buy And Hold Return (%) | 738.4969 | 738.4969 | 738.4969 | 738.4969 | 738.4969 | 738.4969 |
Max Trade Drawdown | -90966 | -78355 | -36695 | -1312849 | -1102532 | -1116646 |
Profit Factor | 3.1115 | 3.6887 | 1.8938 | 2.3749 | 3.0837 | 1.4118 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 63.9344 | 56.6667 | 70.9677 | 63.9344 | 56.6667 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.7552 | 2.8208 | 0.7748 | 1.3397 | 2.3581 | 0.5775 |
Largest Winning Trade | 217033 | 217033 | 24438 | 1923812 | 1923812 | 590323 |
Largest Losing Trade | -55097 | -55097 | -32653 | -992366 | -641828 | -992366 |
Avg Bars in Trades | 148 | 271 | 29 | 148 | 271 | 29 |
Avg Bars in Winners | 119 | 230 | 33 | 119 | 230 | 33 |
Avg Bars in Losers | 199 | 324 | 19 | 199 | 324 | 19 |
Bars Traded | 9038 | 8130 | 908 | 9038 | 8130 | 908 |
Profit Streak | 119.1761 | 119.1761 | 295.9261 | 119.1761 | 119.1761 | 295.9261 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -303885 | -148984 | -298123 | -151726 | 523905 | -244386 |
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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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