Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119809.3343 | 1143637.2058 | -23827.8714 | 492870.403 | 1116447.6498 | -623577.2469 |
Total P&L (%) | 1119.8093 | 1143.6372 | -23.8279 | 492.8704 | 1116.4477 | -623.5772 |
Avg Daily Profit (%) | 0.6173 | 0.6305 | -0.0131 | 0.0982 | 0.1378 | 0 |
Buy And Hold Return (%) | 608.2516 | 608.2516 | 608.2516 | 608.2516 | 608.2516 | 608.2516 |
Max Trade Drawdown | -150749 | -89576 | -141035 | -599228 | -395967 | -768849 |
Profit Factor | 2.8488 | 4.8724 | 0.9232 | 1.1746 | 1.9142 | 0.6106 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 46.1538 | 43.5897 | 48.7179 | 46.1538 | 43.5897 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.3236 | 6.3054 | 0.9718 | 1.3704 | 2.4772 | 0.6428 |
Largest Winning Trade | 620957 | 620957 | 74914 | 558615 | 558615 | 217341 |
Largest Losing Trade | -52918 | -52918 | -42310 | -301367 | -154752 | -301367 |
Avg Bars in Trades | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Winners | 101 | 100 | 102 | 101 | 100 | 102 |
Avg Bars in Losers | 36 | 34 | 39 | 36 | 34 | 39 |
Bars Traded | 5201 | 2480 | 2721 | 5201 | 2480 | 2721 |
Profit Streak | 58.6281 | 97.6281 | 58.6281 | 58.6281 | 97.6281 | 58.6281 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30200 | 353451 | -580695 | -295457 | -14879 | -580695 |
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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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