Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888871.8805 | 810593.2773 | 78278.6032 | 3960695.3196 | 3723800.9886 | 236894.3311 |
Total P&L (%) | 888.8719 | 810.5933 | 78.2786 | 3960.6953 | 3723.801 | 236.8943 |
Avg Daily Profit (%) | 0.3555 | 0.3242 | 0.0313 | 0.1482 | 0.1458 | 0.0486 |
Buy And Hold Return (%) | 836.1904 | 836.1904 | 836.1904 | 836.1904 | 836.1904 | 836.1904 |
Max Trade Drawdown | -108484 | -83075 | -68141 | -765333 | -511547 | -404481 |
Profit Factor | 2.9916 | 4.8327 | 1.3334 | 2.7307 | 4.3435 | 1.2017 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 61.5385 | 62.5 | 60.6061 | 61.5385 | 62.5 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.8698 | 2.8996 | 0.8667 | 1.7067 | 2.6061 | 0.7811 |
Largest Winning Trade | 384953 | 384953 | 59362 | 2244499 | 2244499 | 277951 |
Largest Losing Trade | -68141 | -50880 | -68141 | -404481 | -360851 | -404481 |
Avg Bars in Trades | 110 | 103 | 117 | 110 | 103 | 117 |
Avg Bars in Winners | 107 | 97 | 118 | 107 | 97 | 118 |
Avg Bars in Losers | 116 | 114 | 117 | 116 | 114 | 117 |
Bars Traded | 7211 | 3320 | 3891 | 7211 | 3320 | 3891 |
Profit Streak | 179.3413 | 179.3413 | 214.0079 | 179.3413 | 179.3413 | 214.0079 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -264244 | -146834 | -315900 | -124257 | 349341 | -293665 |
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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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