Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012462.639 | 969106.6638 | 43355.9752 | 78855.6835 | 1036465.6272 | -957609.9438 |
Total P&L (%) | 1012.4626 | 969.1067 | 43.356 | 78.8557 | 1036.4656 | -957.6099 |
Avg Daily Profit (%) | 0.5358 | 0.5129 | 0.0229 | 0.0308 | 0.1287 | 0 |
Buy And Hold Return (%) | 308.0993 | 308.0993 | 308.0993 | 308.0993 | 308.0993 | 308.0993 |
Max Trade Drawdown | -96586 | -54156 | -96586 | -3892474 | -1020167 | -3892474 |
Profit Factor | 3.363 | 6.1649 | 1.18 | 1.0123 | 1.5685 | 0.7921 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 56.25 | 56.25 | 56.25 | 56.25 | 56.25 | 56.25 |
Ratio Avg Win / Avg Loss | 2.6156 | 4.7949 | 0.9178 | 0.7873 | 1.2199 | 0.6161 |
Largest Winning Trade | 593299 | 593299 | 59158 | 1526571 | 1526571 | 1437054 |
Largest Losing Trade | -96586 | -29521 | -96586 | -3892474 | -933229 | -3892474 |
Avg Bars in Trades | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Winners | 72 | 64 | 80 | 72 | 64 | 80 |
Avg Bars in Losers | 35 | 32 | 38 | 35 | 32 | 38 |
Bars Traded | 3594 | 1614 | 1980 | 3594 | 1614 | 1980 |
Profit Streak | 34.6819 | 53.1819 | 34.6819 | 34.6819 | 53.1819 | 34.6819 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127215 | 633573 | -350841 | -667950 | -20491 | -579458 |
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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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