Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786481.0542 | 701368.0091 | 85113.0451 | 1380645.6953 | 857525.2024 | 523120.4929 |
Total P&L (%) | 786.4811 | 701.368 | 85.113 | 1380.6457 | 857.5252 | 523.1205 |
Avg Daily Profit (%) | 0.4285 | 0.3821 | 0.0464 | 0.147 | 0.1232 | 0.0997 |
Buy And Hold Return (%) | 186.8179 | 186.8179 | 186.8179 | 186.8179 | 186.8179 | 186.8179 |
Max Trade Drawdown | -103080 | -125511 | -51107 | -339522 | -374256 | -87865 |
Profit Factor | 3.1428 | 4.4357 | 1.5225 | 2.6859 | 2.5431 | 2.9873 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50.6849 | 48.6486 | 52.7778 | 50.6849 | 48.6486 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.0579 | 4.6821 | 1.3623 | 2.6133 | 2.6844 | 2.6729 |
Largest Winning Trade | 562735 | 562735 | 42631 | 486731 | 486731 | 253784 |
Largest Losing Trade | -50220 | -40647 | -50220 | -164276 | -164276 | -41789 |
Avg Bars in Trades | 72 | 73 | 70 | 72 | 73 | 70 |
Avg Bars in Winners | 96 | 111 | 82 | 96 | 111 | 82 |
Avg Bars in Losers | 47 | 37 | 57 | 47 | 37 | 57 |
Bars Traded | 5270 | 2727 | 2543 | 5270 | 2727 | 2543 |
Profit Streak | 24.2563 | 24.2563 | 360.2563 | 24.2563 | 24.2563 | 360.2563 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61198 | 524136 | -293586 | -66490 | -24987 | -55271 |
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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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