Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113216.232 | 1076114.6758 | 37101.5562 | 1485747.01 | 1074786.9545 | 410960.0555 |
Total P&L (%) | 1113.2162 | 1076.1147 | 37.1016 | 1485.747 | 1074.787 | 410.9601 |
Avg Daily Profit (%) | 0.6034 | 0.5833 | 0.0201 | 0.1499 | 0.1336 | 0.0884 |
Buy And Hold Return (%) | 489.5722 | 489.5722 | 489.5722 | 489.5722 | 489.5722 | 489.5722 |
Max Trade Drawdown | -103230 | -88609 | -59693 | -428207 | -589779 | -419803 |
Profit Factor | 3.2394 | 4.9199 | 1.1667 | 1.5078 | 1.5765 | 1.3871 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 50.6667 | 51.3514 | 50 | 50.6667 | 51.3514 | 50 |
Ratio Avg Win / Avg Loss | 3.1541 | 4.6609 | 1.1667 | 1.4681 | 1.4935 | 1.3871 |
Largest Winning Trade | 523437 | 523437 | 69210 | 760849 | 760849 | 475894 |
Largest Losing Trade | -52893 | -47016 | -52893 | -334699 | -334699 | -234008 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Losers | 29 | 37 | 22 | 29 | 37 | 22 |
Bars Traded | 3342 | 1721 | 1621 | 3342 | 1721 | 1621 |
Profit Streak | 109.5043 | 109.5043 | 277.5043 | 109.5043 | 109.5043 | 277.5043 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47223 | 512066 | -367583 | -54083 | -17297 | -238676 |
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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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