Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745225.7917 | 661503.7679 | 83722.0237 | 2433751.4141 | 1884514.3422 | 549237.0718 |
Total P&L (%) | 745.2258 | 661.5038 | 83.722 | 2433.7514 | 1884.5143 | 549.2371 |
Avg Daily Profit (%) | 0.2978 | 0.2643 | 0.0335 | 0.1292 | 0.1195 | 0.0748 |
Buy And Hold Return (%) | 357.7134 | 357.7134 | 357.7134 | 357.7134 | 357.7134 | 357.7134 |
Max Trade Drawdown | -96762 | -31251 | -107696 | -1931633 | -616453 | -1776208 |
Profit Factor | 2.6799 | 5.9223 | 1.2708 | 1.4793 | 2.0918 | 1.1639 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 54.9296 | 55.5556 | 54.2857 | 54.9296 | 55.5556 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.1989 | 4.7378 | 1.0701 | 1.2138 | 1.6735 | 0.9801 |
Largest Winning Trade | 378488 | 378488 | 42232 | 819205 | 657811 | 819205 |
Largest Losing Trade | -49001 | -20216 | -49001 | -975037 | -447444 | -975037 |
Avg Bars in Trades | 99 | 88 | 110 | 99 | 88 | 110 |
Avg Bars in Winners | 132 | 111 | 154 | 132 | 111 | 154 |
Avg Bars in Losers | 59 | 60 | 58 | 59 | 60 | 58 |
Bars Traded | 7055 | 3193 | 3862 | 7055 | 3193 | 3862 |
Profit Streak | 200.3468 | 200.3468 | 326.3468 | 200.3468 | 200.3468 | 326.3468 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81321 | 390952 | -312184 | -107998 | -28589 | -142732 |
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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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