Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667839.5005 | 637497.5783 | 30341.9222 | 180109.7652 | 440460.5165 | -260350.7513 |
Total P&L (%) | 667.8395 | 637.4976 | 30.3419 | 180.1098 | 440.4605 | -260.3508 |
Avg Daily Profit (%) | 0.3599 | 0.3436 | 0.0164 | 0.0555 | 0.091 | 0 |
Buy And Hold Return (%) | 87.1456 | 87.1456 | 87.1456 | 87.1456 | 87.1456 | 87.1456 |
Max Trade Drawdown | -105327 | -88526 | -85417 | -904958 | -658350 | -595998 |
Profit Factor | 2.0515 | 2.9083 | 1.1008 | 1.0567 | 1.2656 | 0.8285 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 49.6454 | 49.2958 | 50 | 49.6454 | 49.2958 | 50 |
Ratio Avg Win / Avg Loss | 2.0808 | 2.9914 | 1.1008 | 1.0718 | 1.3017 | 0.8285 |
Largest Winning Trade | 519032 | 519032 | 34498 | 932750 | 932750 | 119686 |
Largest Losing Trade | -55615 | -51543 | -55615 | -458687 | -389988 | -458687 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 26 | 22 | 31 | 26 | 22 | 31 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 3558 | 1665 | 1893 | 3558 | 1665 | 1893 |
Profit Streak | 22.7344 | 22.7344 | 23.7344 | 22.7344 | 22.7344 | 23.7344 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551723 | -71096 | -539589 | -281353 | -158845 | -673925 |
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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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