Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558257.0717 | 494534.6394 | 63722.4323 | 338085.3463 | 931693.7588 | -593608.4125 |
Total P&L (%) | 558.2571 | 494.5346 | 63.7224 | 338.0853 | 931.6938 | -593.6084 |
Avg Daily Profit (%) | 0.4479 | 0.3967 | 0.0511 | 0.1186 | 0.1874 | 0 |
Buy And Hold Return (%) | 18.1104 | 18.1104 | 18.1104 | 18.1104 | 18.1104 | 18.1104 |
Max Trade Drawdown | -168737 | -83123 | -110535 | -1673228 | -656731 | -1152240 |
Profit Factor | 1.7837 | 2.4295 | 1.1739 | 1.0755 | 1.4626 | 0.7588 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 51.3889 | 50 | 52.7778 | 51.3889 | 50 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.6873 | 2.4295 | 1.0504 | 1.0174 | 1.4626 | 0.6789 |
Largest Winning Trade | 398582 | 398582 | 44421 | 857905 | 857905 | 230725 |
Largest Losing Trade | -51397 | -25130 | -51397 | -645504 | -225842 | -645504 |
Avg Bars in Trades | 33 | 28 | 39 | 33 | 28 | 39 |
Avg Bars in Winners | 42 | 34 | 50 | 42 | 34 | 50 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 4887 | 2078 | 2809 | 4887 | 2078 | 2809 |
Profit Streak | 14.4692 | 14.4692 | 33.7192 | 14.4692 | 14.4692 | 33.7192 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546281 | -64657 | -234329 | -170491 | -69581 | -658604 |
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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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