Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591349.1323 | 533876.5287 | 57472.6036 | 1663839.5728 | 1528986.8403 | 134852.7325 |
Total P&L (%) | 591.3491 | 533.8765 | 57.4726 | 1663.8396 | 1528.9868 | 134.8527 |
Avg Daily Profit (%) | 0.6674 | 0.6026 | 0.0649 | 0.3245 | 0.3155 | 0.0964 |
Buy And Hold Return (%) | 438.6471 | 438.6471 | 438.6471 | 438.6471 | 438.6471 | 438.6471 |
Max Trade Drawdown | -48130 | -34500 | -29407 | -1133542 | -481917 | -682342 |
Profit Factor | 4.2316 | 7.4221 | 1.5755 | 1.8376 | 2.7226 | 1.1227 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 52.459 | 54.8387 | 50 | 52.459 | 54.8387 | 50 |
Ratio Avg Win / Avg Loss | 3.8348 | 6.1123 | 1.5755 | 1.6654 | 2.2421 | 1.1227 |
Largest Winning Trade | 377856 | 377856 | 30221 | 1429402 | 1429402 | 542089 |
Largest Losing Trade | -16194 | -12819 | -16194 | -423160 | -280727 | -423160 |
Avg Bars in Trades | 52 | 52 | 53 | 52 | 52 | 53 |
Avg Bars in Winners | 80 | 81 | 79 | 80 | 81 | 79 |
Avg Bars in Losers | 22 | 17 | 26 | 22 | 17 | 26 |
Bars Traded | 3229 | 1629 | 1600 | 3229 | 1629 | 1600 |
Profit Streak | 1.0746 | 11.8246 | 0 | 1.0746 | 11.8246 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -206780 | -77015 | -269263 | -158389 | 459126 | -315605 |
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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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