Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1337401.6974 | 1262231.0297 | 75170.6676 | 6314177.7275 | 7412496.6352 | -1098318.9077 |
Total P&L (%) | 1337.4017 | 1262.231 | 75.1707 | 6314.1777 | 7412.4966 | -1098.3189 |
Avg Daily Profit (%) | 0.7269 | 0.686 | 0.0409 | 0.2264 | 0.235 | 0 |
Buy And Hold Return (%) | 597.9684 | 597.9684 | 597.9684 | 597.9684 | 597.9684 | 597.9684 |
Max Trade Drawdown | -90387 | -59242 | -55243 | -9955788 | -6404188 | -5456834 |
Profit Factor | 3.6336 | 6.5784 | 1.267 | 1.2461 | 1.6188 | 0.9197 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 45.0704 | 47.2222 | 42.8571 | 45.0704 | 47.2222 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.4285 | 7.3523 | 1.6893 | 1.5187 | 1.8093 | 1.2263 |
Largest Winning Trade | 763284 | 763284 | 76609 | 8008597 | 8008597 | 2967519 |
Largest Losing Trade | -36977 | -36977 | -35414 | -2660078 | -2660078 | -2059765 |
Avg Bars in Trades | 300 | 277 | 323 | 300 | 277 | 323 |
Avg Bars in Winners | 469 | 395 | 553 | 469 | 395 | 553 |
Avg Bars in Losers | 161 | 172 | 150 | 161 | 172 | 150 |
Bars Traded | 21324 | 10006 | 11318 | 21324 | 10006 | 11318 |
Profit Streak | 54.2474 | 133.8307 | 0 | 54.2474 | 133.8307 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78610 | 520124 | -305904 | -83503 | 406055 | -581898 |
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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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