Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774615.5987 | 698553.5703 | 76062.0284 | 4567112.2602 | 5946377.0568 | -1379264.7966 |
Total P&L (%) | 774.6156 | 698.5536 | 76.062 | 4567.1123 | 5946.3771 | -1379.2648 |
Avg Daily Profit (%) | 0.3098 | 0.2794 | 0.0304 | 0.1538 | 0.1642 | 0 |
Buy And Hold Return (%) | 754.0984 | 754.0984 | 754.0984 | 754.0984 | 754.0984 | 754.0984 |
Max Trade Drawdown | -104369 | -44475 | -80893 | -3326719 | -881434 | -3182401 |
Profit Factor | 3.2629 | 5.9612 | 1.3775 | 1.7279 | 3.8972 | 0.6733 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 54.386 | 58.6207 | 50 | 54.386 | 58.6207 | 50 |
Ratio Avg Win / Avg Loss | 2.7366 | 4.2079 | 1.3775 | 1.4492 | 2.751 | 0.6733 |
Largest Winning Trade | 274965 | 274965 | 61488 | 2941644 | 2941644 | 725905 |
Largest Losing Trade | -66544 | -24523 | -66544 | -2373335 | -456551 | -2373335 |
Avg Bars in Trades | 83 | 81 | 84 | 83 | 81 | 84 |
Avg Bars in Winners | 110 | 108 | 112 | 110 | 108 | 112 |
Avg Bars in Losers | 50 | 43 | 56 | 50 | 43 | 56 |
Bars Traded | 4733 | 2371 | 2362 | 4733 | 2371 | 2362 |
Profit Streak | 71.988 | 103.988 | 0 | 71.988 | 103.988 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -320473 | -146938 | -338523 | -169195 | 588284 | -601833 |
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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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