Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174567.7591 | 1162045.4665 | 12522.2926 | 997546.3463 | 1563595.3016 | -566048.9553 |
Total P&L (%) | 1174.5678 | 1162.0455 | 12.5223 | 997.5463 | 1563.5953 | -566.049 |
Avg Daily Profit (%) | 0.6434 | 0.6365 | 0.0069 | 0.1313 | 0.1541 | 0 |
Buy And Hold Return (%) | 634.9462 | 634.9462 | 634.9462 | 634.9462 | 634.9462 | 634.9462 |
Max Trade Drawdown | -92393 | -75002 | -116622 | -1633279 | -961988 | -800508 |
Profit Factor | 2.9079 | 5.509 | 1.035 | 1.201 | 1.8107 | 0.8134 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 43.9024 | 41.4634 | 46.3415 | 43.9024 | 41.4634 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.7157 | 7.7774 | 1.1984 | 1.5346 | 2.5563 | 0.9419 |
Largest Winning Trade | 731146 | 731146 | 76841 | 1310190 | 1310190 | 461844 |
Largest Losing Trade | -59711 | -25293 | -59711 | -402736 | -350350 | -402736 |
Avg Bars in Trades | 130 | 123 | 137 | 130 | 123 | 137 |
Avg Bars in Winners | 199 | 189 | 208 | 199 | 189 | 208 |
Avg Bars in Losers | 77 | 77 | 76 | 77 | 77 | 76 |
Bars Traded | 10721 | 5076 | 5645 | 10721 | 5076 | 5645 |
Profit Streak | 18.6172 | 0 | 38.6172 | 18.6172 | 0 | 38.6172 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1097 | 310733 | -532321 | -37059 | 143689 | -581618 |
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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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