Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2379326.8651 | 2348601.6149 | 30725.2502 | 322305.6019 | 196272.4578 | 126033.1441 |
Total P&L (%) | 2379.3269 | 2348.6016 | 30.7253 | 322.3056 | 196.2725 | 126.0331 |
Avg Daily Profit (%) | 1.0761 | 1.0622 | 0.0139 | 0.0652 | 0.0491 | 0.0369 |
Buy And Hold Return (%) | 199.2421 | 199.2421 | 199.2421 | 199.2421 | 199.2421 | 199.2421 |
Max Trade Drawdown | -170734 | -68170 | -157653 | -487495 | -357228 | -426298 |
Profit Factor | 4.7834 | 9.5925 | 1.0864 | 1.1632 | 1.215 | 1.1186 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 53.4247 | 55.5556 | 51.3514 | 53.4247 | 55.5556 | 51.3514 |
Ratio Avg Win / Avg Loss | 4.1702 | 7.674 | 1.0292 | 1.014 | 0.972 | 1.0597 |
Largest Winning Trade | 2203840 | 2203840 | 51487 | 223803 | 223803 | 205073 |
Largest Losing Trade | -83318 | -68170 | -83318 | -314233 | -274328 | -314233 |
Avg Bars in Trades | 58 | 55 | 60 | 58 | 55 | 60 |
Avg Bars in Winners | 67 | 62 | 71 | 67 | 62 | 71 |
Avg Bars in Losers | 47 | 47 | 48 | 47 | 47 | 48 |
Bars Traded | 4236 | 2004 | 2232 | 4236 | 2004 | 2232 |
Profit Streak | 42.676 | 42.676 | 68.176 | 42.676 | 42.676 | 68.176 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53091 | 834899 | -464373 | -230538 | -293903 | -398314 |
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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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