Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2067775.9679 | 2223843.7659 | -156067.798 | -91910.7607 | 28590.6179 | -120501.3786 |
Total P&L (%) | 2067.776 | 2223.8438 | -156.0678 | -91.9108 | 28.5906 | -120.5014 |
Avg Daily Profit (%) | 0.9317 | 1.002 | -0.0703 | -0.1132 | 0.0113 | 0 |
Buy And Hold Return (%) | 301.2542 | 301.2542 | 301.2542 | 301.2542 | 301.2542 | 301.2542 |
Max Trade Drawdown | -220259 | -114491 | -251348 | -103911 | -30501 | -130304 |
Profit Factor | 4.0056 | 9.0827 | 0.622 | 0.5513 | 1.5943 | 0.2311 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 44.0476 | 40.4762 | 47.619 | 44.0476 | 40.4762 | 47.619 |
Ratio Avg Win / Avg Loss | 5.0882 | 13.357 | 0.6842 | 0.7003 | 2.3446 | 0.2542 |
Largest Winning Trade | 2354704 | 2354704 | 45309 | 55347 | 55347 | 11305 |
Largest Losing Trade | -85374 | -44550 | -85374 | -89481 | -9345 | -89481 |
Avg Bars in Trades | 74 | 71 | 78 | 74 | 71 | 78 |
Avg Bars in Winners | 98 | 102 | 95 | 98 | 102 | 95 |
Avg Bars in Losers | 56 | 50 | 62 | 56 | 50 | 62 |
Bars Traded | 6291 | 3007 | 3284 | 6291 | 3007 | 3284 |
Profit Streak | 3.4915 | 4.1581 | 0 | 3.4915 | 4.1581 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629132 | 652912 | -581660 | -583557 | -344215 | -581660 |
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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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