Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1710448.2144 | 1671749.7813 | 38698.4331 | 1712618.1254 | 3252010.6456 | -1539392.5202 |
Total P&L (%) | 1710.4482 | 1671.7498 | 38.6984 | 1712.6181 | 3252.0106 | -1539.3925 |
Avg Daily Profit (%) | 0.7586 | 0.7414 | 0.0172 | 0.1286 | 0.1559 | 0 |
Buy And Hold Return (%) | 281.7439 | 281.7439 | 281.7439 | 281.7439 | 281.7439 | 281.7439 |
Max Trade Drawdown | -113380 | -76567 | -69520 | -5917335 | -3350501 | -4204549 |
Profit Factor | 4.0707 | 7.4988 | 1.1291 | 1.087 | 1.367 | 0.8577 |
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 | 4.8108 | 8.381 | 1.4114 | 1.2847 | 1.5278 | 1.0722 |
Largest Winning Trade | 1288898 | 1288898 | 64894 | 5407413 | 5407413 | 2594448 |
Largest Losing Trade | -60573 | -31488 | -60573 | -4063214 | -1554303 | -4063214 |
Avg Bars in Trades | 180 | 168 | 191 | 180 | 168 | 191 |
Avg Bars in Winners | 273 | 259 | 289 | 273 | 259 | 289 |
Avg Bars in Losers | 100 | 88 | 113 | 100 | 88 | 113 |
Bars Traded | 12969 | 6077 | 6892 | 12969 | 6077 | 6892 |
Profit Streak | 50.2292 | 0 | 154.0625 | 50.2292 | 0 | 154.0625 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65527 | 698405 | -415433 | -231209 | 294571 | -580310 |
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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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