Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017674.3026 | 1026638.53 | -8964.2274 | 39106.5193 | 389428.5089 | -350321.9896 |
Total P&L (%) | 1017.6743 | 1026.6385 | -8.9642 | 39.1065 | 389.4285 | -350.322 |
Avg Daily Profit (%) | 0.5477 | 0.5526 | -0.0048 | 0.0178 | 0.0855 | 0 |
Buy And Hold Return (%) | 57.1096 | 57.1096 | 57.1096 | 57.1096 | 57.1096 | 57.1096 |
Max Trade Drawdown | -100889 | -85029 | -93928 | -519789 | -227792 | -443749 |
Profit Factor | 2.814 | 6.1743 | 0.9753 | 1.0256 | 1.8118 | 0.6655 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 50.7246 | 45.7143 | 55.8824 | 50.7246 | 45.7143 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.7336 | 7.332 | 0.77 | 0.9963 | 2.1515 | 0.5254 |
Largest Winning Trade | 1016737 | 1016737 | 63764 | 456927 | 456927 | 127036 |
Largest Losing Trade | -60982 | -30541 | -60982 | -294303 | -83715 | -294303 |
Avg Bars in Trades | 50 | 44 | 57 | 50 | 44 | 57 |
Avg Bars in Winners | 65 | 58 | 72 | 65 | 58 | 72 |
Avg Bars in Losers | 35 | 33 | 38 | 35 | 33 | 38 |
Bars Traded | 3512 | 1559 | 1953 | 3512 | 1559 | 1953 |
Profit Streak | 51.2707 | 51.2707 | 72.2707 | 51.2707 | 51.2707 | 72.2707 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88536 | 664810 | -579474 | -633832 | -76591 | -579474 |
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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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