Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819601.153 | 827111.4938 | -7510.3408 | 306298.0269 | 635375.8647 | -329077.8378 |
Total P&L (%) | 819.6012 | 827.1115 | -7.5103 | 306.298 | 635.3759 | -329.0778 |
Avg Daily Profit (%) | 0.3935 | 0.3971 | -0.0036 | 0.0673 | 0.0958 | 0 |
Buy And Hold Return (%) | 446.843 | 446.843 | 446.843 | 446.843 | 446.843 | 446.843 |
Max Trade Drawdown | -160649 | -153257 | -18754 | -4581254 | -4213625 | -367628 |
Profit Factor | 2.9065 | 3.119 | 0.8102 | 1.0418 | 1.0941 | 0.4286 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 49.3151 | 52.7778 | 45.9459 | 49.3151 | 52.7778 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.9873 | 2.7907 | 0.9532 | 1.0707 | 0.9789 | 0.5043 |
Largest Winning Trade | 641006 | 641006 | 5491 | 4243341 | 4243341 | 57858 |
Largest Losing Trade | -59095 | -59095 | -5377 | -1217688 | -1217688 | -141671 |
Avg Bars in Trades | 330 | 668 | 1 | 330 | 668 | 1 |
Avg Bars in Winners | 322 | 608 | 1 | 322 | 608 | 1 |
Avg Bars in Losers | 339 | 736 | 2 | 339 | 736 | 2 |
Bars Traded | 24146 | 24077 | 69 | 24146 | 24077 | 69 |
Profit Streak | 95.8031 | 96.1364 | 95.8031 | 95.8031 | 96.1364 | 95.8031 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68338 | 313822 | -581511 | -518970 | -216938 | -581511 |
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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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