Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639922.5355 | 633650.4302 | 6272.1053 | 266621.432 | 232234.7603 | 34386.6717 |
Total P&L (%) | 639.9225 | 633.6504 | 6.2721 | 266.6214 | 232.2348 | 34.3867 |
Avg Daily Profit (%) | 0.3487 | 0.3453 | 0.0034 | 0.0708 | 0.0654 | 0.0161 |
Buy And Hold Return (%) | 102.9166 | 102.9166 | 102.9166 | 102.9166 | 102.9166 | 102.9166 |
Max Trade Drawdown | -138241 | -144054 | -90443 | -397272 | -418163 | -179306 |
Profit Factor | 2.5059 | 4.089 | 1.0285 | 1.2646 | 1.4069 | 1.0787 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 41.4286 | 42.8571 | 40 | 41.4286 | 42.8571 | 40 |
Ratio Avg Win / Avg Loss | 3.5428 | 5.4521 | 1.5428 | 1.7879 | 1.8758 | 1.6181 |
Largest Winning Trade | 596275 | 596275 | 49495 | 402208 | 402208 | 92415 |
Largest Losing Trade | -32546 | -27968 | -32546 | -126104 | -126104 | -67652 |
Avg Bars in Trades | 73 | 72 | 75 | 73 | 72 | 75 |
Avg Bars in Winners | 120 | 101 | 142 | 120 | 101 | 142 |
Avg Bars in Losers | 40 | 51 | 30 | 40 | 51 | 30 |
Bars Traded | 5165 | 2537 | 2628 | 5165 | 2537 | 2628 |
Profit Streak | 94.2562 | 325.5895 | 94.2562 | 94.2562 | 325.5895 | 94.2562 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87188 | 519196 | -545397 | -201639 | -110304 | -473251 |
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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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