Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1277323.4744 | 1269653.7895 | 7669.6849 | 897747.2587 | 1596859.6779 | -699112.4193 |
Total P&L (%) | 1277.3235 | 1269.6538 | 7.6697 | 897.7473 | 1596.8597 | -699.1124 |
Avg Daily Profit (%) | 0.7035 | 0.6993 | 0.0042 | 0.1268 | 0.1561 | 0 |
Buy And Hold Return (%) | 662.3554 | 662.3554 | 662.3554 | 662.3554 | 662.3554 | 662.3554 |
Max Trade Drawdown | -132943 | -110673 | -98885 | -918740 | -590712 | -947030 |
Profit Factor | 3.1591 | 5.0957 | 1.0272 | 1.2522 | 1.9894 | 0.6406 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 46.4286 | 40.4762 | 52.381 | 46.4286 | 40.4762 | 52.381 |
Ratio Avg Win / Avg Loss | 3.6452 | 7.4937 | 0.9339 | 1.4449 | 2.9256 | 0.5824 |
Largest Winning Trade | 760329 | 760329 | 74317 | 918596 | 918596 | 426519 |
Largest Losing Trade | -38348 | -36939 | -38348 | -440538 | -206305 | -440538 |
Avg Bars in Trades | 63 | 59 | 66 | 63 | 59 | 66 |
Avg Bars in Winners | 101 | 110 | 95 | 101 | 110 | 95 |
Avg Bars in Losers | 30 | 25 | 35 | 30 | 25 | 35 |
Bars Traded | 5327 | 2518 | 2809 | 5327 | 2518 | 2809 |
Profit Streak | 20.4448 | 90.7781 | 20.4448 | 20.4448 | 90.7781 | 20.4448 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392697 | 360953 | -544279 | -78884 | 165296 | -579872 |
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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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