Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397961.246 | 386964.7028 | 10996.5432 | 38814.4175 | 55401.6653 | -16587.2478 |
Total P&L (%) | 397.9612 | 386.9647 | 10.9965 | 38.8144 | 55.4017 | -16.5872 |
Avg Daily Profit (%) | 0.2204 | 0.2143 | 0.0061 | 0.0182 | 0.0244 | -0.01 |
Buy And Hold Return (%) | 40.5661 | 40.5661 | 40.5661 | 40.5661 | 40.5661 | 40.5661 |
Max Trade Drawdown | -141022 | -91180 | -115634 | -403169 | -282915 | -156805 |
Profit Factor | 1.8933 | 2.8763 | 1.046 | 1.0574 | 1.1551 | 0.948 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 48.6486 | 37.8378 | 59.4595 | 48.6486 | 37.8378 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.9984 | 4.7254 | 0.7132 | 1.1162 | 1.8976 | 0.6463 |
Largest Winning Trade | 338833 | 338833 | 57433 | 244084 | 244084 | 85967 |
Largest Losing Trade | -59052 | -25719 | -59052 | -75046 | -56720 | -75046 |
Avg Bars in Trades | 64 | 64 | 64 | 64 | 64 | 64 |
Avg Bars in Winners | 86 | 110 | 70 | 86 | 110 | 70 |
Avg Bars in Losers | 43 | 36 | 55 | 43 | 36 | 55 |
Bars Traded | 4769 | 2381 | 2388 | 4769 | 2381 | 2388 |
Profit Streak | 0 | 0 | 256.9229 | 0 | 0 | 256.9229 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57913 | 306376 | -519500 | -561043 | -265806 | -578171 |
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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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