Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009489.6987 | 968125.4562 | 41364.2425 | 230826.5819 | 431726.3905 | -200899.8087 |
Total P&L (%) | 1009.4897 | 968.1255 | 41.3642 | 230.8266 | 431.7264 | -200.8998 |
Avg Daily Profit (%) | 0.5472 | 0.5248 | 0.0224 | 0.0649 | 0.0906 | 0 |
Buy And Hold Return (%) | 638.626 | 638.626 | 638.626 | 638.626 | 638.626 | 638.626 |
Max Trade Drawdown | -128104 | -76263 | -100887 | -322772 | -180751 | -244677 |
Profit Factor | 2.7196 | 4.6435 | 1.1287 | 1.2239 | 1.8578 | 0.6193 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 52.7027 | 51.3514 | 54.0541 | 52.7027 | 51.3514 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.4407 | 4.3991 | 0.9594 | 1.0984 | 1.7601 | 0.5264 |
Largest Winning Trade | 342363 | 342363 | 75165 | 299843 | 299843 | 56639 |
Largest Losing Trade | -95379 | -28905 | -95379 | -160173 | -89044 | -160173 |
Avg Bars in Trades | 70 | 73 | 67 | 70 | 73 | 67 |
Avg Bars in Winners | 72 | 74 | 70 | 72 | 74 | 70 |
Avg Bars in Losers | 67 | 72 | 62 | 67 | 72 | 62 |
Bars Traded | 5201 | 2716 | 2485 | 5201 | 2716 | 2485 |
Profit Streak | 83.2607 | 247.594 | 83.2607 | 83.2607 | 247.594 | 83.2607 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60954 | 352387 | -408189 | -339925 | -232669 | -579689 |
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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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