Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749166.0634 | 769527.3717 | -20361.3084 | 70408.8984 | 213087.6036 | -142678.7052 |
Total P&L (%) | 749.1661 | 769.5274 | -20.3613 | 70.4089 | 213.0876 | -142.6787 |
Avg Daily Profit (%) | 0.4082 | 0.4193 | -0.0111 | 0.029 | 0.0622 | 0 |
Buy And Hold Return (%) | 90.7595 | 90.7595 | 90.7595 | 90.7595 | 90.7595 | 90.7595 |
Max Trade Drawdown | -234077 | -144468 | -116863 | -1224969 | -795802 | -482297 |
Profit Factor | 2.6993 | 4.3293 | 0.9029 | 1.034 | 1.1969 | 0.8561 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 33.7662 | 33.3333 | 34.2105 | 33.7662 | 33.3333 | 34.2105 |
Ratio Avg Win / Avg Loss | 5.2948 | 8.6586 | 1.7364 | 2.0281 | 2.3938 | 1.6464 |
Largest Winning Trade | 817644 | 817644 | 44355 | 817644 | 817644 | 208085 |
Largest Losing Trade | -56992 | -31841 | -56992 | -239264 | -196218 | -239264 |
Avg Bars in Trades | 67 | 67 | 68 | 67 | 67 | 68 |
Avg Bars in Winners | 128 | 139 | 116 | 128 | 139 | 116 |
Avg Bars in Losers | 37 | 31 | 43 | 37 | 31 | 43 |
Bars Traded | 5229 | 2639 | 2590 | 5229 | 2639 | 2590 |
Profit Streak | 119.3216 | 119.3216 | 120.3216 | 119.3216 | 119.3216 | 120.3216 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36665 | 407477 | -583562 | -553553 | -123142 | -583562 |
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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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