Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427225.6596 | 375475.992 | 51749.6676 | 1418418.8545 | 1336119.6162 | 82299.2383 |
Total P&L (%) | 427.2257 | 375.476 | 51.7497 | 1418.4189 | 1336.1196 | 82.2992 |
Avg Daily Profit (%) | 0.4811 | 0.4228 | 0.0583 | 0.3068 | 0.3005 | 0.0676 |
Buy And Hold Return (%) | 411.6486 | 411.6486 | 411.6486 | 411.6486 | 411.6486 | 411.6486 |
Max Trade Drawdown | -48472 | -30098 | -30579 | -1001896 | -416832 | -602632 |
Profit Factor | 3.2725 | 5.3201 | 1.5119 | 1.7683 | 2.6669 | 1.0788 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 54.6875 | 53.125 | 56.25 | 54.6875 | 53.125 | 56.25 |
Ratio Avg Win / Avg Loss | 2.7115 | 4.6942 | 1.1759 | 1.4652 | 2.3531 | 0.8391 |
Largest Winning Trade | 150942 | 150942 | 28796 | 850556 | 850556 | 455869 |
Largest Losing Trade | -15524 | -12817 | -15524 | -349256 | -243607 | -349256 |
Avg Bars in Trades | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Winners | 74 | 80 | 67 | 74 | 80 | 67 |
Avg Bars in Losers | 22 | 16 | 27 | 22 | 16 | 27 |
Bars Traded | 3233 | 1628 | 1605 | 3233 | 1628 | 1605 |
Profit Streak | 3.0781 | 13.8281 | 3.0781 | 3.0781 | 13.8281 | 3.0781 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -281231 | -147251 | -279799 | -135028 | 434252 | -404212 |
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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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