Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002095.9356 | 1023402.8232 | -21306.8876 | 71897.6911 | 1746931.942 | -1675034.2509 |
Total P&L (%) | 1002.0959 | 1023.4028 | -21.3069 | 71.8977 | 1746.9319 | -1675.0343 |
Avg Daily Profit (%) | 0.5337 | 0.5451 | -0.0113 | 0.0289 | 0.1554 | 0 |
Buy And Hold Return (%) | 690.7003 | 690.7003 | 690.7003 | 690.7003 | 690.7003 | 690.7003 |
Max Trade Drawdown | -98064 | -79763 | -110116 | -2190709 | -317936 | -2335216 |
Profit Factor | 2.7988 | 5.2783 | 0.933 | 1.0189 | 2.8248 | 0.4137 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 45.8333 | 47.2222 | 44.4444 | 45.8333 | 47.2222 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.3077 | 5.8993 | 1.1662 | 1.2041 | 3.1571 | 0.5171 |
Largest Winning Trade | 843376 | 843376 | 62014 | 576094 | 576094 | 229899 |
Largest Losing Trade | -91868 | -36494 | -91868 | -1938745 | -243152 | -1938745 |
Avg Bars in Trades | 49 | 41 | 57 | 49 | 41 | 57 |
Avg Bars in Winners | 74 | 55 | 94 | 74 | 55 | 94 |
Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
Bars Traded | 3590 | 1503 | 2087 | 3590 | 1503 | 2087 |
Profit Streak | 16.0372 | 16.0372 | 22.5372 | 16.0372 | 16.0372 | 22.5372 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93612 | 92248 | -580726 | -604227 | 324519 | -582392 |
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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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