Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1604775.0275 | 1582562.9352 | 22212.0923 | 665486.1915 | 735840.2159 | -70354.0244 |
Total P&L (%) | 1604.775 | 1582.5629 | 22.2121 | 665.4862 | 735.8402 | -70.354 |
Avg Daily Profit (%) | 0.8805 | 0.8683 | 0.0122 | 0.1117 | 0.1166 | -0.0667 |
Buy And Hold Return (%) | 793.6611 | 793.6611 | 793.6611 | 793.6611 | 793.6611 | 793.6611 |
Max Trade Drawdown | -141878 | -142610 | -89193 | -1948682 | -2021841 | -1652837 |
Profit Factor | 3.6563 | 5.6345 | 1.0846 | 1.0908 | 1.172 | 0.9769 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 50 | 48.6486 | 51.3514 | 50 | 48.6486 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.6563 | 5.9475 | 1.0275 | 1.0908 | 1.2371 | 0.9255 |
Largest Winning Trade | 1150704 | 1150704 | 53455 | 1134618 | 1134618 | 659228 |
Largest Losing Trade | -80788 | -47453 | -80788 | -1537696 | -1025996 | -1537696 |
Avg Bars in Trades | 69 | 91 | 46 | 69 | 91 | 46 |
Avg Bars in Winners | 73 | 102 | 46 | 73 | 102 | 46 |
Avg Bars in Losers | 65 | 81 | 47 | 65 | 81 | 47 |
Bars Traded | 5128 | 3397 | 1731 | 5128 | 3397 | 1731 |
Profit Streak | 51.4978 | 51.4978 | 52.1645 | 51.4978 | 51.4978 | 52.1645 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54061 | 525614 | -468670 | -397200 | -234037 | -579610 |
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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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