Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719721.5973 | 661166.8253 | 58554.772 | 933893.6351 | 852684.105 | 81209.5301 |
Total P&L (%) | 719.7216 | 661.1668 | 58.5548 | 933.8936 | 852.6841 | 81.2095 |
Avg Daily Profit (%) | 0.3905 | 0.3587 | 0.0318 | 0.1268 | 0.1224 | 0.0323 |
Buy And Hold Return (%) | 183.7736 | 183.7736 | 183.7736 | 183.7736 | 183.7736 | 183.7736 |
Max Trade Drawdown | -89507 | -62212 | -82754 | -357821 | -147161 | -257259 |
Profit Factor | 2.593 | 4.1742 | 1.2405 | 1.6644 | 2.4362 | 1.1 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 49.3506 | 48.7179 | 50 | 49.3506 | 48.7179 | 50 |
Ratio Avg Win / Avg Loss | 2.6612 | 4.3939 | 1.2405 | 1.7082 | 2.5645 | 1.1 |
Largest Winning Trade | 522119 | 522119 | 60182 | 262299 | 262299 | 251821 |
Largest Losing Trade | -45087 | -39108 | -45087 | -190113 | -88912 | -190113 |
Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Winners | 64 | 53 | 74 | 64 | 53 | 74 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 3483 | 1524 | 1960 | 3483 | 1524 | 1960 |
Profit Streak | 91.8824 | 97.8824 | 0 | 91.8824 | 97.8824 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33657 | 521449 | -316489 | -67385 | -25744 | -426050 |
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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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