Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649612.7913 | 595884.7282 | 53728.0632 | 985897.2294 | 1299433.9607 | -313536.7313 |
Total P&L (%) | 649.6128 | 595.8847 | 53.7281 | 985.8972 | 1299.434 | -313.5367 |
Avg Daily Profit (%) | 0.259 | 0.2375 | 0.0214 | 0.0951 | 0.1052 | 0 |
Buy And Hold Return (%) | 272.509 | 272.509 | 272.509 | 272.509 | 272.509 | 272.509 |
Max Trade Drawdown | -120422 | -75367 | -80791 | -2327310 | -1372691 | -1461359 |
Profit Factor | 2.2264 | 3.6966 | 1.1741 | 1.1451 | 1.4417 | 0.9186 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.3436 | 3.8911 | 1.2358 | 1.2054 | 1.5176 | 0.9669 |
Largest Winning Trade | 322778 | 322778 | 44148 | 1384895 | 1384895 | 824125 |
Largest Losing Trade | -48199 | -26552 | -48199 | -766948 | -766948 | -687917 |
Avg Bars in Trades | 59 | 64 | 54 | 59 | 64 | 54 |
Avg Bars in Winners | 82 | 89 | 75 | 82 | 89 | 75 |
Avg Bars in Losers | 37 | 41 | 33 | 37 | 41 | 33 |
Bars Traded | 4630 | 2520 | 2110 | 4630 | 2520 | 2110 |
Profit Streak | 0 | 0 | 91.6654 | 0 | 0 | 91.6654 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30827 | 326710 | -359015 | -168272 | -52020 | -580697 |
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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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