Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094376.1995 | 1058033.715 | 36342.4845 | 1255751.3624 | 1598581.0341 | -342829.6717 |
Total P&L (%) | 1094.3762 | 1058.0337 | 36.3425 | 1255.7514 | 1598.581 | -342.8297 |
Avg Daily Profit (%) | 0.603 | 0.5829 | 0.02 | 0.1437 | 0.1562 | 0 |
Buy And Hold Return (%) | 686.64 | 686.64 | 686.64 | 686.64 | 686.64 | 686.64 |
Max Trade Drawdown | -130387 | -81913 | -91612 | -1726720 | -1110632 | -923763 |
Profit Factor | 2.3685 | 3.5357 | 1.095 | 1.1977 | 1.4934 | 0.8898 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 51.8797 | 47.7612 | 56.0606 | 51.8797 | 47.7612 | 56.0606 |
Ratio Avg Win / Avg Loss | 2.1969 | 3.8672 | 0.8583 | 1.1109 | 1.6334 | 0.6974 |
Largest Winning Trade | 479449 | 479449 | 55349 | 1548976 | 1548976 | 425798 |
Largest Losing Trade | -45875 | -37138 | -45875 | -361744 | -325310 | -361744 |
Avg Bars in Trades | 25 | 28 | 23 | 25 | 28 | 23 |
Avg Bars in Winners | 26 | 31 | 22 | 26 | 31 | 22 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 3399 | 1876 | 1523 | 3399 | 1876 | 1523 |
Profit Streak | 30.369 | 81.869 | 30.369 | 30.369 | 81.869 | 30.369 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317020 | -107964 | -571665 | -9409 | -110708 | -702892 |
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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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