Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877970.4507 | 951739.5424 | -73769.0917 | 105578.0834 | 248018.705 | -142440.6216 |
Total P&L (%) | 877.9705 | 951.7395 | -73.7691 | 105.5781 | 248.0187 | -142.4406 |
Avg Daily Profit (%) | 0.4839 | 0.5245 | -0.0407 | 0.0397 | 0.0688 | 0 |
Buy And Hold Return (%) | 588.1013 | 588.1013 | 588.1013 | 588.1013 | 588.1013 | 588.1013 |
Max Trade Drawdown | -174139 | -98844 | -154304 | -377821 | -216484 | -177432 |
Profit Factor | 2.3306 | 4.1911 | 0.796 | 1.1222 | 1.6094 | 0.6885 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.6219 | 4.7149 | 0.8955 | 1.2624 | 1.8106 | 0.7745 |
Largest Winning Trade | 532662 | 532662 | 76604 | 165751 | 165751 | 100641 |
Largest Losing Trade | -50185 | -50185 | -41900 | -107967 | -107967 | -73736 |
Avg Bars in Trades | 103 | 98 | 109 | 103 | 98 | 109 |
Avg Bars in Winners | 144 | 138 | 151 | 144 | 138 | 151 |
Avg Bars in Losers | 66 | 62 | 71 | 66 | 62 | 71 |
Bars Traded | 7041 | 3333 | 3708 | 7041 | 3333 | 3708 |
Profit Streak | 61.3001 | 154.0501 | 61.3001 | 61.3001 | 154.0501 | 61.3001 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111478 | 301774 | -581379 | -505705 | -264064 | -581379 |
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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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