Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692638.8207 | 671733.2241 | 20905.5966 | 401075.8359 | 570857.0962 | -169781.2603 |
Total P&L (%) | 692.6388 | 671.7332 | 20.9056 | 401.0758 | 570.8571 | -169.7813 |
Avg Daily Profit (%) | 0.3743 | 0.363 | 0.0113 | 0.0871 | 0.1029 | 0 |
Buy And Hold Return (%) | 78.9948 | 78.9948 | 78.9948 | 78.9948 | 78.9948 | 78.9948 |
Max Trade Drawdown | -159964 | -100987 | -93478 | -724090 | -462022 | -300271 |
Profit Factor | 2.3417 | 3.8692 | 1.0741 | 1.3013 | 1.8326 | 0.737 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 49.3151 | 43.2432 | 55.5556 | 49.3151 | 43.2432 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.4067 | 5.0783 | 0.8593 | 1.3374 | 2.4053 | 0.5896 |
Largest Winning Trade | 532411 | 532411 | 54606 | 659163 | 659163 | 128990 |
Largest Losing Trade | -57916 | -57916 | -46107 | -372338 | -372338 | -140077 |
Avg Bars in Trades | 71 | 68 | 75 | 71 | 68 | 75 |
Avg Bars in Winners | 93 | 97 | 90 | 93 | 97 | 90 |
Avg Bars in Losers | 50 | 46 | 56 | 50 | 46 | 56 |
Bars Traded | 5247 | 2531 | 2716 | 5247 | 2531 | 2716 |
Profit Streak | 0 | 0 | 90.0681 | 0 | 0 | 90.0681 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62557 | 495870 | -482932 | -154381 | -54333 | -579501 |
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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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