Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830292.1785 | 761552.481 | 68739.6975 | 3686898.2109 | 5694918.9199 | -2008020.709 |
Total P&L (%) | 830.2922 | 761.5525 | 68.7397 | 3686.8982 | 5694.9189 | -2008.0207 |
Avg Daily Profit (%) | 0.3321 | 0.3046 | 0.0275 | 0.1455 | 0.1625 | 0 |
Buy And Hold Return (%) | 856.2786 | 856.2786 | 856.2786 | 856.2786 | 856.2786 | 856.2786 |
Max Trade Drawdown | -91269 | -59618 | -96143 | -2528685 | -1793409 | -3894434 |
Profit Factor | 2.8585 | 5.4396 | 1.2498 | 1.4388 | 2.8744 | 0.6257 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 48.4375 | 53.125 | 43.75 | 48.4375 | 53.125 | 43.75 |
Ratio Avg Win / Avg Loss | 3.0429 | 4.7996 | 1.6068 | 1.5316 | 2.5362 | 0.8045 |
Largest Winning Trade | 305635 | 305635 | 56834 | 3148509 | 3148509 | 836408 |
Largest Losing Trade | -67707 | -35117 | -67707 | -1999585 | -979147 | -1999585 |
Avg Bars in Trades | 107 | 108 | 106 | 107 | 108 | 106 |
Avg Bars in Winners | 139 | 129 | 150 | 139 | 129 | 150 |
Avg Bars in Losers | 77 | 84 | 71 | 77 | 84 | 71 |
Bars Traded | 6880 | 3480 | 3400 | 6880 | 3480 | 3400 |
Profit Streak | 103.7826 | 103.7826 | 235.1159 | 103.7826 | 103.7826 | 235.1159 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -294303 | -147795 | -322530 | -141510 | 500600 | -582268 |
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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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