Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086416.3503 | 1090058.6949 | -3642.3446 | 1347063.5188 | 2219591.3786 | -872527.8598 |
Total P&L (%) | 1086.4164 | 1090.0587 | -3.6423 | 1347.0635 | 2219.5914 | -872.5279 |
Avg Daily Profit (%) | 0.5886 | 0.5906 | -0.002 | 0.1449 | 0.1705 | 0 |
Buy And Hold Return (%) | 459.121 | 459.121 | 459.121 | 459.121 | 459.121 | 459.121 |
Max Trade Drawdown | -108139 | -50672 | -116409 | -2301893 | -1380699 | -1248650 |
Profit Factor | 2.886 | 5.8703 | 0.9897 | 1.2059 | 1.8322 | 0.7749 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 40.5405 | 43.2432 | 37.8378 | 40.5405 | 43.2432 | 37.8378 |
Ratio Avg Win / Avg Loss | 4.2328 | 7.7047 | 1.6259 | 1.7686 | 2.4048 | 1.2731 |
Largest Winning Trade | 638926 | 638926 | 79762 | 1551676 | 1551676 | 675524 |
Largest Losing Trade | -46381 | -20502 | -46381 | -601214 | -601214 | -534198 |
Avg Bars in Trades | 145 | 136 | 154 | 145 | 136 | 154 |
Avg Bars in Winners | 238 | 199 | 283 | 238 | 199 | 283 |
Avg Bars in Losers | 82 | 88 | 76 | 82 | 88 | 76 |
Bars Traded | 10791 | 5061 | 5730 | 10791 | 5061 | 5730 |
Profit Streak | 38.3935 | 40.7268 | 0 | 38.3935 | 40.7268 | 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 | -59487 | 480312 | -582724 | -73672 | 277491 | -583835 |
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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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