Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758684.8383 | 656100.9755 | 102583.8627 | 7015111.3432 | 6832620.088 | 182491.2553 |
Total P&L (%) | 758.6848 | 656.101 | 102.5839 | 7015.1113 | 6832.6201 | 182.4913 |
Avg Daily Profit (%) | 0.3034 | 0.2624 | 0.041 | 0.1707 | 0.1697 | 0.0415 |
Buy And Hold Return (%) | 836.3158 | 836.3158 | 836.3158 | 836.3158 | 836.3158 | 836.3158 |
Max Trade Drawdown | -100666 | -95796 | -38098 | -1880332 | -936814 | -1948740 |
Profit Factor | 3.8699 | 4.9097 | 2.0626 | 2.6715 | 5.1701 | 1.0713 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 71.1864 | 65.5172 | 76.6667 | 71.1864 | 65.5172 | 76.6667 |
Ratio Avg Win / Avg Loss | 1.5664 | 2.584 | 0.6277 | 1.0813 | 2.7211 | 0.3261 |
Largest Winning Trade | 274186 | 274186 | 20525 | 4087181 | 4087181 | 754437 |
Largest Losing Trade | -51684 | -51684 | -33710 | -1880332 | -436803 | -1880332 |
Avg Bars in Trades | 107 | 199 | 18 | 107 | 199 | 18 |
Avg Bars in Winners | 61 | 116 | 15 | 61 | 116 | 15 |
Avg Bars in Losers | 221 | 356 | 27 | 221 | 356 | 27 |
Bars Traded | 6340 | 5782 | 558 | 6340 | 5782 | 558 |
Profit Streak | 108.672 | 108.672 | 239.672 | 108.672 | 108.672 | 239.672 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -325289 | -146959 | -297678 | -163627 | 655790 | -441866 |
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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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