Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677076.5773 | 575490.4156 | 101586.1617 | 770419.1644 | 714098.9016 | 56320.2628 |
Total P&L (%) | 677.0766 | 575.4904 | 101.5862 | 770.4192 | 714.0989 | 56.3203 |
Avg Daily Profit (%) | 0.3614 | 0.3071 | 0.0542 | 0.1156 | 0.112 | 0.0238 |
Buy And Hold Return (%) | 26.2697 | 26.2697 | 26.2697 | 26.2697 | 26.2697 | 26.2697 |
Max Trade Drawdown | -192235 | -144455 | -114454 | -651488 | -395871 | -324242 |
Profit Factor | 2.2563 | 2.7919 | 1.4665 | 1.6559 | 2.0931 | 1.108 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 47.6923 | 43.75 | 51.5152 | 47.6923 | 43.75 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.4747 | 3.5896 | 1.3802 | 1.8161 | 2.6911 | 1.0429 |
Largest Winning Trade | 330112 | 330112 | 39145 | 366264 | 366264 | 87595 |
Largest Losing Trade | -48036 | -35601 | -48036 | -215223 | -215223 | -144691 |
Avg Bars in Trades | 80 | 83 | 77 | 80 | 83 | 77 |
Avg Bars in Winners | 105 | 117 | 94 | 105 | 117 | 94 |
Avg Bars in Losers | 58 | 57 | 58 | 58 | 57 | 58 |
Bars Traded | 5235 | 2686 | 2549 | 5235 | 2686 | 2549 |
Profit Streak | 248.3658 | 248.3658 | 254.6992 | 248.3658 | 248.3658 | 254.6992 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121786 | 460461 | -120231 | -170682 | -40598 | -267109 |
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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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