Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810465.833 | 759291.4659 | 51174.3671 | 2445025.0388 | 5434852.5825 | -2989827.5436 |
Total P&L (%) | 810.4658 | 759.2915 | 51.1744 | 2445.025 | 5434.8526 | -2989.8275 |
Avg Daily Profit (%) | 0.3242 | 0.3037 | 0.0205 | 0.1296 | 0.1607 | 0 |
Buy And Hold Return (%) | 705.1314 | 705.1314 | 705.1314 | 705.1314 | 705.1314 | 705.1314 |
Max Trade Drawdown | -112039 | -62983 | -103597 | -3689085 | -1922061 | -4573928 |
Profit Factor | 2.6283 | 4.5365 | 1.1808 | 1.2385 | 2.3933 | 0.5293 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 47.8873 | 50 | 45.7143 | 47.8873 | 50 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.8602 | 4.5365 | 1.4022 | 1.3477 | 2.3933 | 0.6286 |
Largest Winning Trade | 310080 | 310080 | 60100 | 4223354 | 4223354 | 852758 |
Largest Losing Trade | -58249 | -24125 | -58249 | -2638793 | -801462 | -2638793 |
Avg Bars in Trades | 136 | 136 | 135 | 136 | 136 | 135 |
Avg Bars in Winners | 174 | 170 | 178 | 174 | 170 | 178 |
Avg Bars in Losers | 101 | 103 | 99 | 101 | 103 | 99 |
Bars Traded | 9687 | 4928 | 4759 | 9687 | 4928 | 4759 |
Profit Streak | 70.6214 | 104.1214 | 0 | 70.6214 | 104.1214 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196732 | -124943 | -354602 | -114181 | 461511 | -582454 |
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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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