Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1575978.9912 | 1547014.778 | 28964.2132 | -38114.5298 | 699514.5084 | -737629.0382 |
Total P&L (%) | 1575.979 | 1547.0148 | 28.9642 | -38.1145 | 699.5145 | -737.629 |
Avg Daily Profit (%) | 0.7094 | 0.6964 | 0.013 | -0.0216 | 0.0936 | 0 |
Buy And Hold Return (%) | 340.798 | 340.798 | 340.798 | 340.798 | 340.798 | 340.798 |
Max Trade Drawdown | -197730 | -115120 | -160668 | -1582122 | -548910 | -1316674 |
Profit Factor | 3.4643 | 6.6108 | 1.0796 | 0.989 | 1.5609 | 0.6695 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 59.7015 | 61.7647 | 57.5758 | 59.7015 | 61.7647 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.3384 | 4.0924 | 0.7955 | 0.6676 | 0.9663 | 0.4933 |
Largest Winning Trade | 1278276 | 1278276 | 50495 | 393718 | 393718 | 341201 |
Largest Losing Trade | -96486 | -46309 | -96486 | -1061910 | -382663 | -1061910 |
Avg Bars in Trades | 62 | 59 | 66 | 62 | 59 | 66 |
Avg Bars in Winners | 59 | 54 | 66 | 59 | 54 | 66 |
Avg Bars in Losers | 66 | 67 | 66 | 66 | 67 | 66 |
Bars Traded | 4202 | 2010 | 2192 | 4202 | 2010 | 2192 |
Profit Streak | 19.7006 | 120.7006 | 0 | 19.7006 | 120.7006 | 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 | -101834 | 775154 | -474860 | -699963 | -71620 | -579820 |
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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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