Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712055.485 | 694271.0342 | 17784.4508 | 5909108.6811 | 5798997.7653 | 110110.9157 |
Total P&L (%) | 712.0555 | 694.271 | 17.7845 | 5909.1087 | 5798.9978 | 110.1109 |
Avg Daily Profit (%) | 0.2847 | 0.2775 | 0.0071 | 0.1639 | 0.1631 | 0.0297 |
Buy And Hold Return (%) | 2737.8369 | 2737.8369 | 2737.8369 | 2737.8369 | 2737.8369 | 2737.8369 |
Max Trade Drawdown | -60858 | -41687 | -54185 | -1286917 | -933966 | -1395846 |
Profit Factor | 3.102 | 6.4865 | 1.0838 | 1.9947 | 3.7321 | 1.0288 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Losing Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Profitability (%) | 50 | 59.4595 | 40.5405 | 50 | 59.4595 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.102 | 4.4226 | 1.5896 | 1.9947 | 2.5446 | 1.509 |
Largest Winning Trade | 313123 | 313123 | 48170 | 2058062 | 2058062 | 1061697 |
Largest Losing Trade | -23307 | -23307 | -19129 | -519439 | -519439 | -476764 |
Avg Bars in Trades | 65 | 72 | 59 | 65 | 72 | 59 |
Avg Bars in Winners | 97 | 102 | 89 | 97 | 102 | 89 |
Avg Bars in Losers | 34 | 27 | 39 | 34 | 27 | 39 |
Bars Traded | 4878 | 2670 | 2208 | 4878 | 2670 | 2208 |
Profit Streak | 84.5758 | 359.0758 | 0 | 84.5758 | 359.0758 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -219309 | -145935 | -480004 | -62534 | 399593 | -510371 |
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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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