Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812733.6451 | 707310.9869 | 105422.6582 | 2397213.9171 | 1745780.6704 | 651433.2467 |
Total P&L (%) | 812.7336 | 707.311 | 105.4227 | 2397.2139 | 1745.7807 | 651.4332 |
Avg Daily Profit (%) | 0.4388 | 0.3819 | 0.0569 | 0.1739 | 0.1575 | 0.109 |
Buy And Hold Return (%) | 111.9317 | 111.9317 | 111.9317 | 111.9317 | 111.9317 | 111.9317 |
Max Trade Drawdown | -143637 | -105807 | -68053 | -861083 | -647446 | -282978 |
Profit Factor | 3.3762 | 4.723 | 1.6933 | 2.6272 | 2.8089 | 2.282 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 55.3846 | 45.4545 | 65.625 | 55.3846 | 45.4545 | 65.625 |
Ratio Avg Win / Avg Loss | 2.7197 | 5.6676 | 0.887 | 2.1163 | 3.3706 | 1.1954 |
Largest Winning Trade | 527708 | 527708 | 47441 | 717589 | 717589 | 371321 |
Largest Losing Trade | -55801 | -55801 | -42237 | -521342 | -521342 | -148319 |
Avg Bars in Trades | 80 | 77 | 84 | 80 | 77 | 84 |
Avg Bars in Winners | 103 | 109 | 99 | 103 | 109 | 99 |
Avg Bars in Losers | 52 | 50 | 55 | 52 | 50 | 55 |
Bars Traded | 5247 | 2559 | 2688 | 5247 | 2559 | 2688 |
Profit Streak | 259.0954 | 259.0954 | 275.4288 | 259.0954 | 259.0954 | 275.4288 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117347 | 586427 | -278868 | -121057 | 453427 | -41278 |
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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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