Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1501874.5041 | 1421067.0683 | 80807.4358 | 448393.0351 | 425841.391 | 22551.6441 |
Total P&L (%) | 1501.8745 | 1421.0671 | 80.8074 | 448.393 | 425.8414 | 22.5516 |
Avg Daily Profit (%) | 0.8075 | 0.764 | 0.0434 | 0.0915 | 0.0893 | 0.0109 |
Buy And Hold Return (%) | 32.0719 | 32.0719 | 32.0719 | 32.0719 | 32.0719 | 32.0719 |
Max Trade Drawdown | -167909 | -104629 | -96376 | -991275 | -529026 | -514755 |
Profit Factor | 3.5278 | 5.6524 | 1.2799 | 1.1784 | 1.306 | 1.0201 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 50 | 37.8378 | 62.1622 | 50 | 37.8378 | 62.1622 |
Ratio Avg Win / Avg Loss | 3.5278 | 9.286 | 0.7791 | 1.1784 | 2.1455 | 0.6209 |
Largest Winning Trade | 1282669 | 1282669 | 67352 | 914977 | 914977 | 215118 |
Largest Losing Trade | -81671 | -43469 | -81671 | -291708 | -272887 | -291708 |
Avg Bars in Trades | 296 | 233 | 359 | 296 | 233 | 359 |
Avg Bars in Winners | 324 | 268 | 359 | 324 | 268 | 359 |
Avg Bars in Losers | 267 | 212 | 358 | 267 | 212 | 358 |
Bars Traded | 21922 | 8638 | 13284 | 21922 | 8638 | 13284 |
Profit Streak | 31.8986 | 31.8986 | 77.1486 | 31.8986 | 31.8986 | 77.1486 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47891 | 610136 | -137168 | -162845 | -76715 | -541136 |
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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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