Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1133629.4019 | 1160623.4819 | -26994.0801 | 310012.3675 | 1446244.0895 | -1136231.722 |
Total P&L (%) | 1133.6294 | 1160.6235 | -26.9941 | 310.0124 | 1446.2441 | -1136.2317 |
Avg Daily Profit (%) | 0.6244 | 0.6393 | -0.0149 | 0.0778 | 0.1509 | 0 |
Buy And Hold Return (%) | 623.5445 | 623.5445 | 623.5445 | 623.5445 | 623.5445 | 623.5445 |
Max Trade Drawdown | -212675 | -125544 | -106337 | -1983416 | -844053 | -1384120 |
Profit Factor | 2.804 | 5.5077 | 0.9272 | 1.0828 | 1.9815 | 0.4991 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.9275 | 42.8571 | 47.0588 | 44.9275 | 42.8571 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.4371 | 7.3436 | 1.0431 | 1.3274 | 2.642 | 0.5615 |
Largest Winning Trade | 594674 | 594674 | 70350 | 1688919 | 1688919 | 202212 |
Largest Losing Trade | -54964 | -48556 | -54964 | -702884 | -407466 | -702884 |
Avg Bars in Trades | 101 | 112 | 89 | 101 | 112 | 89 |
Avg Bars in Winners | 128 | 141 | 116 | 128 | 141 | 116 |
Avg Bars in Losers | 78 | 90 | 64 | 78 | 90 | 64 |
Bars Traded | 6979 | 3945 | 3034 | 6979 | 3945 | 3034 |
Profit Streak | 12.474 | 95.974 | 0 | 12.474 | 95.974 | 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 | -98719 | 371435 | -580272 | -491943 | 172612 | -581939 |
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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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