Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652579.8091 | 550379.8107 | 102199.9984 | 2463600.3196 | 1529455.3869 | 934144.9327 |
Total P&L (%) | 652.5798 | 550.3798 | 102.2 | 2463.6003 | 1529.4554 | 934.1449 |
Avg Daily Profit (%) | 0.3536 | 0.2982 | 0.0554 | 0.1759 | 0.1513 | 0.1267 |
Buy And Hold Return (%) | 121.4576 | 121.4576 | 121.4576 | 121.4576 | 121.4576 | 121.4576 |
Max Trade Drawdown | -110107 | -107656 | -38130 | -865171 | -990253 | -199840 |
Profit Factor | 2.8371 | 3.6432 | 1.6953 | 2.2722 | 2.1441 | 2.5578 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 57.971 | 54.2857 | 61.7647 | 57.971 | 54.2857 | 61.7647 |
Ratio Avg Win / Avg Loss | 2.0569 | 3.0679 | 1.0495 | 1.6474 | 1.8056 | 1.5834 |
Largest Winning Trade | 341204 | 341204 | 48608 | 538915 | 538915 | 450897 |
Largest Losing Trade | -54184 | -54184 | -27140 | -399912 | -399912 | -104083 |
Avg Bars in Trades | 100 | 114 | 86 | 100 | 114 | 86 |
Avg Bars in Winners | 112 | 134 | 92 | 112 | 134 | 92 |
Avg Bars in Losers | 84 | 91 | 76 | 84 | 91 | 76 |
Bars Traded | 6935 | 4007 | 2928 | 6935 | 4007 | 2928 |
Profit Streak | 309.9548 | 462.4548 | 309.9548 | 309.9548 | 462.4548 | 309.9548 |
Trades During Streak | 7 | 7 | 3 | 7 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89855 | 571768 | -279791 | -91379 | 491586 | -15769 |
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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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