Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1014319.0514 | 990855.4493 | 23463.6021 | 958335.7066 | 1059222.407 | -100886.7004 |
Total P&L (%) | 1014.3191 | 990.8554 | 23.4636 | 958.3357 | 1059.2224 | -100.8867 |
Avg Daily Profit (%) | 0.4045 | 0.3952 | 0.0094 | 0.0941 | 0.0978 | 0 |
Buy And Hold Return (%) | 398.7283 | 398.7283 | 398.7283 | 398.7283 | 398.7283 | 398.7283 |
Max Trade Drawdown | -143179 | -131612 | -80947 | -3743406 | -2998317 | -1004121 |
Profit Factor | 2.9922 | 4.6274 | 1.0994 | 1.1432 | 1.2559 | 0.9605 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.9275 | 40 | 50 | 44.9275 | 40 | 50 |
Ratio Avg Win / Avg Loss | 3.6679 | 6.9411 | 1.0994 | 1.4013 | 1.8839 | 0.9605 |
Largest Winning Trade | 714983 | 714983 | 47433 | 3144710 | 3144710 | 754735 |
Largest Losing Trade | -33551 | -33551 | -31679 | -963637 | -716822 | -963637 |
Avg Bars in Trades | 107 | 111 | 103 | 107 | 111 | 103 |
Avg Bars in Winners | 156 | 175 | 140 | 156 | 175 | 140 |
Avg Bars in Losers | 67 | 68 | 66 | 67 | 68 | 66 |
Bars Traded | 7404 | 3888 | 3516 | 7404 | 3888 | 3516 |
Profit Streak | 20.0905 | 20.0905 | 20.7572 | 20.0905 | 20.0905 | 20.7572 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95201 | 368244 | -456728 | -241277 | -67857 | -580242 |
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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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