Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095953.541 | 1097422.3938 | -1468.8528 | 783294.7147 | 1124370.2314 | -341075.5167 |
Total P&L (%) | 1095.9535 | 1097.4224 | -1.4689 | 783.2947 | 1124.3702 | -341.0755 |
Avg Daily Profit (%) | 0.6036 | 0.6044 | -0.0008 | 0.12 | 0.138 | 0 |
Buy And Hold Return (%) | 695.9279 | 695.9279 | 695.9279 | 695.9279 | 695.9279 | 695.9279 |
Max Trade Drawdown | -107451 | -69987 | -104857 | -1146549 | -859140 | -544685 |
Profit Factor | 3.1573 | 5.5034 | 0.9944 | 1.2651 | 1.7217 | 0.7559 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 47.8873 | 45.7143 | 50 | 47.8873 | 45.7143 | 50 |
Ratio Avg Win / Avg Loss | 3.4359 | 6.5353 | 0.9944 | 1.3767 | 2.0445 | 0.7559 |
Largest Winning Trade | 600154 | 600154 | 71452 | 1039826 | 1039826 | 295759 |
Largest Losing Trade | -48243 | -48243 | -46744 | -301539 | -301539 | -234517 |
Avg Bars in Trades | 148 | 137 | 159 | 148 | 137 | 159 |
Avg Bars in Winners | 215 | 202 | 226 | 215 | 202 | 226 |
Avg Bars in Losers | 87 | 82 | 93 | 87 | 82 | 93 |
Bars Traded | 10563 | 4809 | 5754 | 10563 | 4809 | 5754 |
Profit Streak | 100.197 | 100.197 | 139.697 | 100.197 | 100.197 | 139.697 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82945 | 317968 | -579819 | -249924 | -15628 | -579819 |
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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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