Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1525914.4922 | 1512312.595 | 13601.8971 | 415314.0932 | -34500.7667 | 449814.86 |
Total P&L (%) | 1525.9145 | 1512.3126 | 13.6019 | 415.3141 | -34.5008 | 449.8149 |
Avg Daily Profit (%) | 0.8548 | 0.8472 | 0.0076 | 0.0919 | -0.0237 | 0.0955 |
Buy And Hold Return (%) | 288.3008 | 288.3008 | 288.3008 | 288.3008 | 288.3008 | 288.3008 |
Max Trade Drawdown | -143104 | -159359 | -69942 | -1928912 | -2634767 | -1053539 |
Profit Factor | 3.4353 | 5.9247 | 1.0426 | 1.0717 | 0.9904 | 1.2039 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 49.2958 | 45.7143 | 52.7778 | 49.2958 | 45.7143 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.5335 | 7.0356 | 0.9328 | 1.1023 | 1.1761 | 1.0772 |
Largest Winning Trade | 1318196 | 1318196 | 56671 | 2028372 | 2028372 | 757820 |
Largest Losing Trade | -64662 | -39743 | -64662 | -1039016 | -629910 | -1039016 |
Avg Bars in Trades | 145 | 169 | 121 | 145 | 169 | 121 |
Avg Bars in Winners | 173 | 184 | 164 | 173 | 184 | 164 |
Avg Bars in Losers | 117 | 157 | 72 | 117 | 157 | 72 |
Bars Traded | 10299 | 5939 | 4360 | 10299 | 5939 | 4360 |
Profit Streak | 39.7636 | 93.4302 | 39.7636 | 39.7636 | 93.4302 | 39.7636 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71918 | 712557 | -522882 | -331220 | -579828 | -74862 |
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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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