Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1406075.2652 | 1396916.8514 | 9158.4137 | 1213307.1178 | 1555031.1893 | -341724.0716 |
Total P&L (%) | 1406.0753 | 1396.9169 | 9.1584 | 1213.3071 | 1555.0312 | -341.7241 |
Avg Daily Profit (%) | 0.6483 | 0.644 | 0.0042 | 0.1188 | 0.1295 | 0 |
Buy And Hold Return (%) | 512.1399 | 512.1399 | 512.1399 | 512.1399 | 512.1399 | 512.1399 |
Max Trade Drawdown | -143407 | -98154 | -132602 | -1449090 | -1098293 | -986400 |
Profit Factor | 3.4153 | 6.2468 | 1.029 | 1.3152 | 1.796 | 0.8198 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 39.1892 | 40.5405 | 37.8378 | 39.1892 | 40.5405 | 37.8378 |
Ratio Avg Win / Avg Loss | 5.2996 | 9.162 | 1.6905 | 2.0408 | 2.6341 | 1.3468 |
Largest Winning Trade | 1072779 | 1072779 | 65634 | 1311109 | 1311109 | 537984 |
Largest Losing Trade | -41157 | -24590 | -41157 | -503571 | -381846 | -503571 |
Avg Bars in Trades | 84 | 84 | 83 | 84 | 84 | 83 |
Avg Bars in Winners | 170 | 165 | 174 | 170 | 165 | 174 |
Avg Bars in Losers | 28 | 29 | 28 | 28 | 29 | 28 |
Bars Traded | 6236 | 3138 | 3098 | 6236 | 3138 | 3098 |
Profit Streak | 56.1507 | 59.484 | 0 | 56.1507 | 59.484 | 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 | -57357 | 500223 | -545206 | -109557 | -22546 | -583835 |
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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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