Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902983.8275 | 754011.3983 | 148972.4292 | 17149437.8058 | 16467964.4251 | 681473.3808 |
Total P&L (%) | 902.9838 | 754.0114 | 148.9724 | 17149.4378 | 16467.9644 | 681.4734 |
Avg Daily Profit (%) | 0.3611 | 0.3015 | 0.0596 | 0.2062 | 0.2046 | 0.0823 |
Buy And Hold Return (%) | 843.2925 | 843.2925 | 843.2925 | 843.2925 | 843.2925 | 843.2925 |
Max Trade Drawdown | -87082 | -22483 | -64599 | -3263421 | -457869 | -2905433 |
Profit Factor | 4.5165 | 8.1978 | 1.9799 | 3.9148 | 9.4856 | 1.1728 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 64.4068 | 62.069 | 66.6667 | 64.4068 | 62.069 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.4959 | 5.0098 | 0.9899 | 2.1634 | 5.7968 | 0.5864 |
Largest Winning Trade | 340313 | 340313 | 45532 | 9180734 | 9180734 | 908839 |
Largest Losing Trade | -64599 | -22483 | -64599 | -2905433 | -457869 | -2905433 |
Avg Bars in Trades | 80 | 99 | 61 | 80 | 99 | 61 |
Avg Bars in Winners | 78 | 93 | 66 | 78 | 93 | 66 |
Avg Bars in Losers | 81 | 108 | 52 | 81 | 108 | 52 |
Bars Traded | 4721 | 2873 | 1848 | 4721 | 2873 | 1848 |
Profit Streak | 119.386 | 119.386 | 197.886 | 119.386 | 119.386 | 197.886 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -303181 | -146269 | -275075 | -161190 | 672449 | -277478 |
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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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