Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560182.8129 | 444336.0665 | 115846.7464 | 422427.0701 | 708889.356 | -286462.2859 |
Total P&L (%) | 560.1828 | 444.3361 | 115.8467 | 422.4271 | 708.8894 | -286.4623 |
Avg Daily Profit (%) | 0.2992 | 0.2374 | 0.0619 | 0.0884 | 0.1117 | 0 |
Buy And Hold Return (%) | 54.0449 | 54.0449 | 54.0449 | 54.0449 | 54.0449 | 54.0449 |
Max Trade Drawdown | -95727 | -58870 | -99803 | -573909 | -204166 | -548349 |
Profit Factor | 2.137 | 3.1814 | 1.4008 | 1.2264 | 2.2112 | 0.7763 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 58.5714 | 51.4286 | 65.7143 | 58.5714 | 51.4286 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.5115 | 3.0047 | 0.7309 | 0.8674 | 2.0884 | 0.405 |
Largest Winning Trade | 120502 | 120502 | 52203 | 382420 | 382420 | 122612 |
Largest Losing Trade | -83254 | -45097 | -83254 | -523852 | -130320 | -523852 |
Avg Bars in Trades | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Winners | 43 | 43 | 42 | 43 | 43 | 42 |
Avg Bars in Losers | 56 | 62 | 48 | 56 | 62 | 48 |
Bars Traded | 3414 | 1842 | 1572 | 3414 | 1842 | 1572 |
Profit Streak | 166.1167 | 166.1167 | 248.1167 | 166.1167 | 166.1167 | 248.1167 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83084 | 531926 | -114194 | -173064 | -38447 | -577779 |
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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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