Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1047379.2142 | 1065449.746 | -18070.5318 | 581361.94 | 821233.4221 | -239871.4821 |
Total P&L (%) | 1047.3792 | 1065.4497 | -18.0705 | 581.3619 | 821.2334 | -239.8715 |
Avg Daily Profit (%) | 0.5755 | 0.5854 | -0.0099 | 0.1055 | 0.1221 | 0 |
Buy And Hold Return (%) | 568.4786 | 568.4786 | 568.4786 | 568.4786 | 568.4786 | 568.4786 |
Max Trade Drawdown | -108100 | -72700 | -129596 | -336374 | -182934 | -382486 |
Profit Factor | 3.0683 | 5.8294 | 0.9368 | 1.4041 | 2.4262 | 0.722 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 42.8571 | 40 | 45.7143 | 42.8571 | 40 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.0911 | 8.7441 | 1.1124 | 1.8721 | 3.6393 | 0.8574 |
Largest Winning Trade | 544829 | 544829 | 74968 | 428343 | 428343 | 261766 |
Largest Losing Trade | -50174 | -50174 | -46263 | -122442 | -86214 | -122442 |
Avg Bars in Trades | 74 | 66 | 82 | 74 | 66 | 82 |
Avg Bars in Winners | 115 | 108 | 121 | 115 | 108 | 121 |
Avg Bars in Losers | 43 | 37 | 49 | 43 | 37 | 49 |
Bars Traded | 5201 | 2322 | 2879 | 5201 | 2322 | 2879 |
Profit Streak | 62.0213 | 100.3547 | 62.0213 | 62.0213 | 100.3547 | 62.0213 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91411 | 312093 | -580228 | -309211 | -55781 | -581894 |
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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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