Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068932.958 | 1108212.7882 | -39279.8301 | 306713.3333 | 749718.6263 | -443005.2929 |
Total P&L (%) | 1068.933 | 1108.2128 | -39.2798 | 306.7133 | 749.7186 | -443.0053 |
Avg Daily Profit (%) | 0.5901 | 0.6118 | -0.0217 | 0.0775 | 0.1182 | 0 |
Buy And Hold Return (%) | 540.0166 | 540.0166 | 540.0166 | 540.0166 | 540.0166 | 540.0166 |
Max Trade Drawdown | -180913 | -91838 | -133808 | -714409 | -369468 | -518872 |
Profit Factor | 2.6566 | 4.6875 | 0.8861 | 1.1407 | 1.8335 | 0.6538 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 40.8451 | 42.8571 | 38.8889 | 40.8451 | 42.8571 | 38.8889 |
Ratio Avg Win / Avg Loss | 3.8474 | 6.25 | 1.3924 | 1.6521 | 2.4447 | 1.0275 |
Largest Winning Trade | 610225 | 610225 | 74243 | 512943 | 512943 | 207813 |
Largest Losing Trade | -56699 | -42970 | -56699 | -215934 | -140084 | -215934 |
Avg Bars in Trades | 100 | 94 | 105 | 100 | 94 | 105 |
Avg Bars in Winners | 171 | 153 | 192 | 171 | 153 | 192 |
Avg Bars in Losers | 50 | 51 | 50 | 50 | 51 | 50 |
Bars Traded | 7126 | 3318 | 3808 | 7126 | 3318 | 3808 |
Profit Streak | 24.0832 | 99.0832 | 24.0832 | 24.0832 | 99.0832 | 24.0832 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84394 | 387104 | -582889 | -413687 | -78119 | -582889 |
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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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