Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909952.6364 | 797173.936 | 112778.7004 | 9820683.5617 | 8133077.8405 | 1687605.7212 |
Total P&L (%) | 909.9526 | 797.1739 | 112.7787 | 9820.6836 | 8133.0778 | 1687.6057 |
Avg Daily Profit (%) | 0.3639 | 0.3188 | 0.0451 | 0.184 | 0.1765 | 0.1154 |
Buy And Hold Return (%) | 908.0543 | 908.0543 | 908.0543 | 908.0543 | 908.0543 | 908.0543 |
Max Trade Drawdown | -112986 | -92776 | -39253 | -849926 | -565936 | -371551 |
Profit Factor | 3.7955 | 4.4434 | 2.1998 | 7.3863 | 8.6732 | 4.5317 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 67.1875 | 59.375 | 75 | 67.1875 | 59.375 | 75 |
Ratio Avg Win / Avg Loss | 1.8536 | 3.0402 | 0.7333 | 3.6072 | 5.9343 | 1.5106 |
Largest Winning Trade | 342480 | 342480 | 57762 | 4301940 | 4301940 | 673228 |
Largest Losing Trade | -51760 | -51760 | -26834 | -294520 | -265699 | -294520 |
Avg Bars in Trades | 112 | 173 | 52 | 112 | 173 | 52 |
Avg Bars in Winners | 95 | 153 | 49 | 95 | 153 | 49 |
Avg Bars in Losers | 149 | 202 | 62 | 149 | 202 | 62 |
Bars Traded | 7220 | 5543 | 1677 | 7220 | 5543 | 1677 |
Profit Streak | 396.0892 | 467.7559 | 396.0892 | 396.0892 | 467.7559 | 396.0892 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -288651 | -146800 | -292495 | -123445 | 680527 | -34389 |
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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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