Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823228.7016 | 716617.8754 | 106610.8262 | 8045102.7801 | 7404192.3883 | 640910.3918 |
Total P&L (%) | 823.2287 | 716.6179 | 106.6108 | 8045.1028 | 7404.1924 | 640.9104 |
Avg Daily Profit (%) | 0.3292 | 0.2866 | 0.0426 | 0.1761 | 0.1728 | 0.0801 |
Buy And Hold Return (%) | 870.3969 | 870.3969 | 870.3969 | 870.3969 | 870.3969 | 870.3969 |
Max Trade Drawdown | -71385 | -61035 | -71003 | -814775 | -587236 | -832748 |
Profit Factor | 3.3884 | 5.9896 | 1.5303 | 4.1806 | 8.5546 | 1.4137 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 49.1803 | 48.3871 | 50 | 49.1803 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 3.5014 | 6.3889 | 1.5303 | 4.3199 | 9.1249 | 1.4137 |
Largest Winning Trade | 293403 | 293403 | 55594 | 3825336 | 3825336 | 442795 |
Largest Losing Trade | -50397 | -20836 | -50397 | -560311 | -214280 | -560311 |
Avg Bars in Trades | 115 | 114 | 117 | 115 | 114 | 117 |
Avg Bars in Winners | 151 | 143 | 159 | 151 | 143 | 159 |
Avg Bars in Losers | 81 | 88 | 74 | 81 | 88 | 74 |
Bars Traded | 7072 | 3560 | 3512 | 7072 | 3560 | 3512 |
Profit Streak | 163.5183 | 163.5183 | 303.5183 | 163.5183 | 163.5183 | 303.5183 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -315508 | -148567 | -298210 | -150324 | 584840 | -249629 |
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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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