Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113549.022 | 1137101.4907 | -23552.4688 | -34306.1235 | 117550.3721 | -151856.4956 |
Total P&L (%) | 1113.549 | 1137.1015 | -23.5525 | -34.3061 | 117.5504 | -151.8565 |
Avg Daily Profit (%) | 0.5815 | 0.5938 | -0.0123 | -0.0219 | 0.0406 | 0 |
Buy And Hold Return (%) | 84.4489 | 84.4489 | 84.4489 | 84.4489 | 84.4489 | 84.4489 |
Max Trade Drawdown | -192198 | -182755 | -103560 | -1505794 | -1236927 | -660928 |
Profit Factor | 3.0567 | 4.4864 | 0.8906 | 0.9889 | 1.0604 | 0.8678 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 50.7246 | 42.8571 | 58.8235 | 50.7246 | 42.8571 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.9694 | 5.9818 | 0.6234 | 0.9607 | 1.4139 | 0.6075 |
Largest Winning Trade | 1265536 | 1265536 | 29615 | 1265536 | 1265536 | 220724 |
Largest Losing Trade | -50406 | -46701 | -50406 | -601963 | -454743 | -601963 |
Avg Bars in Trades | 51 | 49 | 53 | 51 | 49 | 53 |
Avg Bars in Winners | 62 | 63 | 61 | 62 | 63 | 61 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 3531 | 1720 | 1811 | 3531 | 1720 | 1811 |
Profit Streak | 67.873 | 67.873 | 71.373 | 67.873 | 67.873 | 71.373 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87798 | 597338 | -579093 | -685714 | -338777 | -579093 |
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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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