Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1366051.3602 | 1319577.3588 | 46474.0014 | 2879098.6221 | 4082314.1234 | -1203215.5014 |
Total P&L (%) | 1366.0514 | 1319.5774 | 46.474 | 2879.0986 | 4082.3141 | -1203.2155 |
Avg Daily Profit (%) | 0.7533 | 0.7276 | 0.0256 | 0.1873 | 0.2061 | 0 |
Buy And Hold Return (%) | 507.2355 | 507.2355 | 507.2355 | 507.2355 | 507.2355 | 507.2355 |
Max Trade Drawdown | -91290 | -57489 | -56130 | -5541005 | -3901962 | -2716743 |
Profit Factor | 3.5773 | 6.0301 | 1.1736 | 1.1728 | 1.4916 | 0.856 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 39.1892 | 35.1351 | 43.2432 | 39.1892 | 35.1351 | 43.2432 |
Ratio Avg Win / Avg Loss | 5.551 | 11.1324 | 1.5404 | 1.8199 | 2.7537 | 1.1235 |
Largest Winning Trade | 775440 | 775440 | 78174 | 4740819 | 4740819 | 1631769 |
Largest Losing Trade | -34055 | -26370 | -34055 | -1300395 | -1300395 | -1024199 |
Avg Bars in Trades | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Winners | 85 | 74 | 93 | 85 | 74 | 93 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 3500 | 1572 | 1928 | 3500 | 1572 | 1928 |
Profit Streak | 28.1142 | 100.6142 | 28.1142 | 28.1142 | 100.6142 | 28.1142 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55837 | 460564 | -354937 | -94226 | 202988 | -581193 |
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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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