Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648988.7688 | 582202.2343 | 66786.5345 | 1738062.0727 | 2160058.4435 | -421996.3708 |
Total P&L (%) | 648.9888 | 582.2022 | 66.7865 | 1738.0621 | 2160.0584 | -421.9964 |
Avg Daily Profit (%) | 0.2596 | 0.2329 | 0.0267 | 0.1165 | 0.1248 | 0 |
Buy And Hold Return (%) | 268.3795 | 268.3795 | 268.3795 | 268.3795 | 268.3795 | 268.3795 |
Max Trade Drawdown | -152016 | -136947 | -73307 | -1105030 | -769523 | -895321 |
Profit Factor | 2.4676 | 3.3063 | 1.3519 | 1.6332 | 2.647 | 0.7056 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 47.8873 | 47.2222 | 48.5714 | 47.8873 | 47.2222 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.6853 | 3.6953 | 1.4314 | 1.7773 | 2.9585 | 0.7472 |
Largest Winning Trade | 298985 | 298985 | 35792 | 997185 | 997185 | 289281 |
Largest Losing Trade | -40306 | -40306 | -29989 | -376554 | -276405 | -376554 |
Avg Bars in Trades | 133 | 171 | 94 | 133 | 171 | 94 |
Avg Bars in Winners | 186 | 230 | 142 | 186 | 230 | 142 |
Avg Bars in Losers | 85 | 119 | 49 | 85 | 119 | 49 |
Bars Traded | 9489 | 6181 | 3308 | 9489 | 6181 | 3308 |
Profit Streak | 173.8548 | 173.8548 | 253.8548 | 173.8548 | 173.8548 | 253.8548 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81567 | 315601 | -321773 | -124987 | -21042 | -579990 |
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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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