Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383659.199 | 206127.4247 | 177531.7743 | 1367323.2127 | 491089.9331 | 876233.2796 |
Total P&L (%) | 383.6592 | 206.1274 | 177.5318 | 1367.3232 | 491.0899 | 876.2333 |
Avg Daily Profit (%) | 0.3061 | 0.1644 | 0.1416 | 0.2145 | 0.1418 | 0.1819 |
Buy And Hold Return (%) | 70.7091 | 70.7091 | 70.7091 | 70.7091 | 70.7091 | 70.7091 |
Max Trade Drawdown | -63263 | -46191 | -63263 | -317124 | -350621 | -92501 |
Profit Factor | 2.5509 | 2.8891 | 2.284 | 2.4015 | 1.8025 | 3.4098 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 15 | 6 | 9 | 15 | 6 | 9 |
Profitability (%) | 76.1905 | 80.6452 | 71.875 | 76.1905 | 80.6452 | 71.875 |
Ratio Avg Win / Avg Loss | 0.7972 | 0.6934 | 0.8937 | 0.7505 | 0.4326 | 1.3343 |
Largest Winning Trade | 40483 | 40483 | 34481 | 376228 | 197525 | 376228 |
Largest Losing Trade | -63263 | -35416 | -63263 | -285118 | -285118 | -92501 |
Avg Bars in Trades | 75 | 86 | 64 | 75 | 86 | 64 |
Avg Bars in Winners | 44 | 49 | 39 | 44 | 49 | 39 |
Avg Bars in Losers | 171 | 237 | 128 | 171 | 237 | 128 |
Bars Traded | 4728 | 2667 | 2061 | 4728 | 2667 | 2061 |
Profit Streak | 68.155 | 120.405 | 68.155 | 68.155 | 120.405 | 68.155 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136502 | 438027 | -1759 | -136106 | 80143 | 629175 |
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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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