Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091568.7865 | 1122298.4361 | -30729.6496 | 286141.0175 | 1054732.499 | -768591.4815 |
Total P&L (%) | 1091.5688 | 1122.2984 | -30.7297 | 286.141 | 1054.7325 | -768.5915 |
Avg Daily Profit (%) | 0.6026 | 0.6195 | -0.017 | 0.0746 | 0.1351 | 0 |
Buy And Hold Return (%) | 509.901 | 509.901 | 509.901 | 509.901 | 509.901 | 509.901 |
Max Trade Drawdown | -156481 | -100558 | -97345 | -1040508 | -464752 | -923719 |
Profit Factor | 2.8309 | 5.4923 | 0.9113 | 1.098 | 1.8931 | 0.558 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.3617 | 6.5221 | 1.0821 | 1.3039 | 2.2481 | 0.6626 |
Largest Winning Trade | 532160 | 532160 | 74068 | 941050 | 941050 | 196584 |
Largest Losing Trade | -56209 | -56209 | -56111 | -447024 | -226631 | -447024 |
Avg Bars in Trades | 99 | 111 | 87 | 99 | 111 | 87 |
Avg Bars in Winners | 125 | 131 | 120 | 125 | 131 | 120 |
Avg Bars in Losers | 76 | 94 | 59 | 76 | 94 | 59 |
Bars Traded | 6943 | 3897 | 3046 | 6943 | 3897 | 3046 |
Profit Streak | 54.0832 | 90.8332 | 54.0832 | 54.0832 | 90.8332 | 54.0832 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88528 | 472072 | -580225 | -471290 | -16154 | -581891 |
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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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