Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836558.5946 | 755240.0116 | 81318.583 | 1623897.374 | 1522065.5124 | 101831.8616 |
Total P&L (%) | 836.5586 | 755.24 | 81.3186 | 1623.8974 | 1522.0655 | 101.8319 |
Avg Daily Profit (%) | 0.4539 | 0.4098 | 0.0441 | 0.1546 | 0.1513 | 0.0381 |
Buy And Hold Return (%) | 69.8443 | 69.8443 | 69.8443 | 69.8443 | 69.8443 | 69.8443 |
Max Trade Drawdown | -77573 | -67098 | -47522 | -599259 | -436287 | -671098 |
Profit Factor | 3.3562 | 5.9036 | 1.4045 | 1.5526 | 2.3238 | 1.0569 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 44.4444 | 43.75 | 45.1613 | 44.4444 | 43.75 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.1953 | 7.5903 | 1.7055 | 1.9408 | 2.9877 | 1.2834 |
Largest Winning Trade | 637469 | 637469 | 55673 | 637469 | 637469 | 564481 |
Largest Losing Trade | -32037 | -22412 | -32037 | -457178 | -176505 | -457178 |
Avg Bars in Trades | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Winners | 103 | 104 | 101 | 103 | 104 | 101 |
Avg Bars in Losers | 17 | 15 | 18 | 17 | 15 | 18 |
Bars Traded | 3490 | 1750 | 1740 | 3490 | 1750 | 1740 |
Profit Streak | 100.7834 | 158.2834 | 0 | 100.7834 | 158.2834 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136252 | 604453 | -248731 | -142489 | 379744 | -325111 |
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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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