Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1410330.6461 | 1390473.1856 | 19857.4605 | 12915952.5202 | 20156564.6879 | -7240612.1677 |
Total P&L (%) | 1410.3306 | 1390.4732 | 19.8575 | 12915.9525 | 20156.5647 | -7240.6122 |
Avg Daily Profit (%) | 0.7591 | 0.7484 | 0.0107 | 0.2624 | 0.2863 | 0 |
Buy And Hold Return (%) | 8485.3029 | 8485.3029 | 8485.3029 | 8485.3029 | 8485.3029 | 8485.3029 |
Max Trade Drawdown | -78141 | -44072 | -75755 | -14619175 | -5582181 | -10901563 |
Profit Factor | 3.9542 | 9.1967 | 1.0645 | 1.3458 | 2.5775 | 0.7054 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 55.7143 | 51.4286 | 60 | 55.7143 | 51.4286 | 60 |
Ratio Avg Win / Avg Loss | 3.1431 | 8.6857 | 0.7097 | 1.0697 | 2.4343 | 0.4702 |
Largest Winning Trade | 565330 | 565330 | 60967 | 11429584 | 11429584 | 6812669 |
Largest Losing Trade | -59321 | -21035 | -59321 | -9405147 | -4194756 | -9405147 |
Avg Bars in Trades | 74 | 75 | 73 | 74 | 75 | 73 |
Avg Bars in Winners | 94 | 107 | 82 | 94 | 107 | 82 |
Avg Bars in Losers | 49 | 41 | 59 | 49 | 41 | 59 |
Bars Traded | 5215 | 2640 | 2575 | 5215 | 2640 | 2575 |
Profit Streak | 0 | 97.7731 | 0 | 0 | 97.7731 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -243692 | -143789 | -494265 | -98898 | 361411 | -579491 |
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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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