Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927423.0444 | 791628.0424 | 135795.002 | 4587401.9145 | 3112083.518 | 1475318.3965 |
Total P&L (%) | 927.423 | 791.628 | 135.795 | 4587.4019 | 3112.0835 | 1475.3184 |
Avg Daily Profit (%) | 0.3697 | 0.3156 | 0.0541 | 0.1535 | 0.1384 | 0.11 |
Buy And Hold Return (%) | 295.8069 | 295.8069 | 295.8069 | 295.8069 | 295.8069 | 295.8069 |
Max Trade Drawdown | -95940 | -102284 | -108913 | -1974468 | -1535815 | -438653 |
Profit Factor | 3.1832 | 4.4785 | 1.6885 | 2.3694 | 2.4071 | 2.2962 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 60 | 53.125 | 66.6667 | 60 | 53.125 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.1221 | 3.9516 | 0.8443 | 1.5796 | 2.1239 | 1.1481 |
Largest Winning Trade | 525190 | 525190 | 36412 | 2692844 | 2692844 | 778925 |
Largest Losing Trade | -51709 | -33912 | -51709 | -905153 | -905153 | -282736 |
Avg Bars in Trades | 109 | 133 | 85 | 109 | 133 | 85 |
Avg Bars in Winners | 101 | 114 | 92 | 101 | 114 | 92 |
Avg Bars in Losers | 119 | 155 | 71 | 119 | 155 | 71 |
Bars Traded | 7091 | 4272 | 2819 | 7091 | 4272 | 2819 |
Profit Streak | 146.8999 | 146.8999 | 147.2333 | 146.8999 | 146.8999 | 147.2333 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120770 | 503463 | -282880 | -121198 | -2304 | -40740 |
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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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