Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956682.9743 | 915722.7557 | 40960.2187 | 1081237.5447 | 1133226.3382 | -51988.7935 |
Total P&L (%) | 956.683 | 915.7228 | 40.9602 | 1081.2375 | 1133.2263 | -51.9888 |
Avg Daily Profit (%) | 0.3823 | 0.3659 | 0.0164 | 0.0987 | 0.1004 | -0.0293 |
Buy And Hold Return (%) | 247.6771 | 247.6771 | 247.6771 | 247.6771 | 247.6771 | 247.6771 |
Max Trade Drawdown | -83989 | -63494 | -48225 | -1419264 | -985376 | -575641 |
Profit Factor | 3.3034 | 5.718 | 1.1851 | 1.2514 | 1.5636 | 0.9773 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 37.1429 | 31.4286 | 42.8571 | 37.1429 | 31.4286 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.5904 | 12.4756 | 1.5802 | 2.1178 | 3.4115 | 1.3031 |
Largest Winning Trade | 799156 | 799156 | 34212 | 1449661 | 1449661 | 417791 |
Largest Losing Trade | -35404 | -24547 | -35404 | -432860 | -397764 | -432860 |
Avg Bars in Trades | 103 | 93 | 113 | 103 | 93 | 113 |
Avg Bars in Winners | 215 | 222 | 210 | 215 | 222 | 210 |
Avg Bars in Losers | 37 | 34 | 41 | 37 | 34 | 41 |
Bars Traded | 7264 | 3281 | 3983 | 7264 | 3281 | 3983 |
Profit Streak | 81.8657 | 120.8657 | 0 | 81.8657 | 120.8657 | 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 | -89652 | 310298 | -355303 | -164977 | -64033 | -581898 |
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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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