Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760930.5228 | 753481.211 | 7449.3118 | 960030.4291 | 1027455.9988 | -67425.5697 |
Total P&L (%) | 760.9305 | 753.4812 | 7.4493 | 960.0304 | 1027.456 | -67.4256 |
Avg Daily Profit (%) | 0.4121 | 0.408 | 0.004 | 0.1279 | 0.1313 | -0.0607 |
Buy And Hold Return (%) | 494.5406 | 494.5406 | 494.5406 | 494.5406 | 494.5406 | 494.5406 |
Max Trade Drawdown | -127084 | -93019 | -95649 | -574109 | -448448 | -637171 |
Profit Factor | 2.2227 | 3.7459 | 1.0214 | 1.3061 | 1.7426 | 0.9615 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 49.2958 | 52.7778 | 45.7143 | 49.2958 | 52.7778 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.2862 | 3.3516 | 1.2129 | 1.3434 | 1.5592 | 1.1418 |
Largest Winning Trade | 283399 | 283399 | 67921 | 411965 | 411965 | 353452 |
Largest Losing Trade | -66814 | -38593 | -66814 | -574109 | -250221 | -574109 |
Avg Bars in Trades | 75 | 70 | 79 | 75 | 70 | 79 |
Avg Bars in Winners | 106 | 91 | 123 | 106 | 91 | 123 |
Avg Bars in Losers | 44 | 47 | 42 | 44 | 47 | 42 |
Bars Traded | 5332 | 2552 | 2780 | 5332 | 2552 | 2780 |
Profit Streak | 56.0436 | 187.0436 | 0 | 56.0436 | 187.0436 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86874 | 300314 | -551856 | -119969 | -18713 | -580787 |
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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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