Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879240.3197 | 753706.616 | 125533.7037 | 6365093.6959 | 5981422.3712 | 383671.3247 |
Total P&L (%) | 879.2403 | 753.7066 | 125.5337 | 6365.0937 | 5981.4224 | 383.6713 |
Avg Daily Profit (%) | 0.3515 | 0.3013 | 0.0502 | 0.1668 | 0.1643 | 0.063 |
Buy And Hold Return (%) | 781.7263 | 781.7263 | 781.7263 | 781.7263 | 781.7263 | 781.7263 |
Max Trade Drawdown | -87609 | -43572 | -80915 | -1458896 | -376882 | -1329378 |
Profit Factor | 3.7487 | 7.5158 | 1.6148 | 3.0273 | 7.1767 | 1.1767 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 69.2308 | 65.625 | 72.7273 | 69.2308 | 65.625 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.6661 | 3.9368 | 0.6055 | 1.3455 | 3.7592 | 0.4413 |
Largest Winning Trade | 394015 | 394015 | 37556 | 3020457 | 3020457 | 716292 |
Largest Losing Trade | -75579 | -26008 | -75579 | -1295531 | -304081 | -1295531 |
Avg Bars in Trades | 108 | 139 | 78 | 108 | 139 | 78 |
Avg Bars in Winners | 111 | 144 | 82 | 111 | 144 | 82 |
Avg Bars in Losers | 101 | 129 | 68 | 101 | 129 | 68 |
Bars Traded | 7057 | 4465 | 2592 | 7057 | 4465 | 2592 |
Profit Streak | 127.2333 | 127.2333 | 203.2333 | 127.2333 | 127.2333 | 203.2333 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -242915 | -145786 | -287500 | -119730 | 677562 | -298473 |
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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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