Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927033.8317 | 968859.9284 | -41826.0968 | 205443.2843 | 1035378.1318 | -829934.8475 |
Total P&L (%) | 927.0338 | 968.8599 | -41.8261 | 205.4433 | 1035.3781 | -829.9348 |
Avg Daily Profit (%) | 0.5109 | 0.5339 | -0.023 | 0.0616 | 0.134 | 0 |
Buy And Hold Return (%) | 617.8797 | 617.8797 | 617.8797 | 617.8797 | 617.8797 | 617.8797 |
Max Trade Drawdown | -138497 | -80760 | -100527 | -997935 | -542130 | -934080 |
Profit Factor | 2.4666 | 4.2728 | 0.8755 | 1.0589 | 1.657 | 0.5653 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 45.7143 | 48.5714 | 42.8571 | 45.7143 | 48.5714 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.9291 | 4.5242 | 1.1674 | 1.2575 | 1.7545 | 0.7538 |
Largest Winning Trade | 577928 | 577928 | 68184 | 873724 | 873724 | 242926 |
Largest Losing Trade | -62878 | -56782 | -62878 | -346385 | -315193 | -346385 |
Avg Bars in Trades | 74 | 85 | 63 | 74 | 85 | 63 |
Avg Bars in Winners | 92 | 101 | 81 | 92 | 101 | 81 |
Avg Bars in Losers | 59 | 70 | 49 | 59 | 70 | 49 |
Bars Traded | 5213 | 2999 | 2214 | 5213 | 2999 | 2214 |
Profit Streak | 135.1244 | 144.4577 | 135.1244 | 135.1244 | 144.4577 | 135.1244 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93820 | 330152 | -580547 | -531198 | -18884 | -582214 |
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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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