Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806592.9227 | 734056.0336 | 72536.8891 | 4365626.9699 | 4163875.1146 | 201751.8553 |
Total P&L (%) | 806.5929 | 734.056 | 72.5369 | 4365.627 | 4163.8751 | 201.7519 |
Avg Daily Profit (%) | 0.3226 | 0.2936 | 0.029 | 0.1521 | 0.1502 | 0.0442 |
Buy And Hold Return (%) | 749.806 | 749.806 | 749.806 | 749.806 | 749.806 | 749.806 |
Max Trade Drawdown | -97453 | -93238 | -22914 | -677622 | -618648 | -747518 |
Profit Factor | 3.7949 | 4.5358 | 1.8957 | 2.5441 | 4.036 | 1.1386 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 56.9231 | 53.125 | 60.6061 | 56.9231 | 53.125 | 60.6061 |
Ratio Avg Win / Avg Loss | 2.8718 | 4.0021 | 1.2322 | 1.9252 | 3.5611 | 0.7401 |
Largest Winning Trade | 361835 | 361835 | 25532 | 2062870 | 2062870 | 835203 |
Largest Losing Trade | -55953 | -55953 | -12967 | -665335 | -371070 | -665335 |
Avg Bars in Trades | 141 | 270 | 16 | 141 | 270 | 16 |
Avg Bars in Winners | 101 | 200 | 17 | 101 | 200 | 17 |
Avg Bars in Losers | 194 | 350 | 15 | 194 | 350 | 15 |
Bars Traded | 9205 | 8666 | 539 | 9205 | 8666 | 539 |
Profit Streak | 0 | 116.4836 | 0 | 0 | 116.4836 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -261320 | -148154 | -315781 | -123409 | 542398 | -367796 |
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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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