Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1584859.2926 | 1695967.6433 | -111108.3507 | -85513.7634 | 1245086.1461 | -1330599.9095 |
Total P&L (%) | 1584.8593 | 1695.9676 | -111.1084 | -85.5138 | 1245.0861 | -1330.5999 |
Avg Daily Profit (%) | 0.684 | 0.732 | -0.048 | -0.0833 | 0.1122 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -296293 | -124565 | -225129 | -2078143 | -389857 | -2135848 |
Profit Factor | 2.9374 | 6.6967 | 0.7865 | 0.9812 | 2.6906 | 0.652 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 16 | 23 | 35 | 15 | 20 |
Losing Trades | 29 | 18 | 11 | 33 | 19 | 14 |
Profitability (%) | 57.3529 | 47.0588 | 67.6471 | 51.4706 | 44.1176 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.1842 | 7.5338 | 0.3761 | 0.9252 | 3.4082 | 0.4564 |
Largest Winning Trade | 1650077 | 1650077 | 73811 | 735190 | 735190 | 504058 |
Largest Losing Trade | -122370 | -68417 | -122370 | -1195246 | -226021 | -1195246 |
Avg Bars in Trades | 62 | 55 | 69 | 62 | 55 | 69 |
Avg Bars in Winners | 67 | 59 | 73 | 73 | 67 | 76 |
Avg Bars in Losers | 56 | 52 | 63 | 52 | 46 | 60 |
Bars Traded | 4275 | 1897 | 2378 | 4275 | 1897 | 2378 |
Profit Streak | 28.062 | 0 | 64.062 | 28.062 | 0 | 64.062 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94222 | 718263 | -577534 | -693546 | -39913 | -578678 |
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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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