Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517108.1552 | 517525.3015 | -417.1463 | 81928.2199 | 201913.6185 | -119985.3986 |
Total P&L (%) | 517.1082 | 517.5253 | -0.4171 | 81.9282 | 201.9136 | -119.9854 |
Avg Daily Profit (%) | 0.2065 | 0.2067 | -0.0002 | 0.0239 | 0.0441 | 0 |
Buy And Hold Return (%) | 266.7326 | 266.7326 | 266.7326 | 266.7326 | 266.7326 | 266.7326 |
Max Trade Drawdown | -172068 | -92684 | -202856 | -131996 | -31025 | -194637 |
Profit Factor | 1.9759 | 3.4446 | 0.9987 | 1.2443 | 3.7127 | 0.5402 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 58.8235 | 58.8235 | 58.8235 | 58.8235 | 58.8235 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.3832 | 2.4112 | 0.6991 | 0.871 | 2.5989 | 0.3781 |
Largest Winning Trade | 357002 | 357002 | 36440 | 56853 | 56853 | 23814 |
Largest Losing Trade | -70000 | -35550 | -70000 | -73835 | -23638 | -73835 |
Avg Bars in Trades | 69 | 82 | 57 | 69 | 82 | 57 |
Avg Bars in Winners | 68 | 70 | 67 | 68 | 70 | 67 |
Avg Bars in Losers | 70 | 99 | 42 | 70 | 99 | 42 |
Bars Traded | 4732 | 2790 | 1942 | 4732 | 2790 | 1942 |
Profit Streak | 121.861 | 121.861 | 195.861 | 121.861 | 121.861 | 195.861 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107531 | 341306 | -578675 | -439607 | -290797 | -578675 |
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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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