Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1158625.8109 | 1273996.8858 | -115371.0749 | -200046.5551 | -29728.7446 | -170317.8105 |
Total P&L (%) | 1158.6258 | 1273.9969 | -115.3711 | -200.0466 | -29.7287 | -170.3178 |
Avg Daily Profit (%) | 0.5099 | 0.5607 | -0.0508 | 0 | -0.0155 | 0 |
Buy And Hold Return (%) | 373.3728 | 373.3728 | 373.3728 | 373.3728 | 373.3728 | 373.3728 |
Max Trade Drawdown | -194554 | -135410 | -205657 | -1133308 | -612836 | -570375 |
Profit Factor | 2.3101 | 4.3829 | 0.7728 | 0.9079 | 0.9726 | 0.8434 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 17 | 18 | 41 | 21 | 20 |
Losing Trades | 39 | 20 | 19 | 33 | 16 | 17 |
Profitability (%) | 47.2973 | 45.9459 | 48.6486 | 55.4054 | 56.7568 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.5741 | 5.1564 | 0.8157 | 0.7307 | 0.741 | 0.7169 |
Largest Winning Trade | 999147 | 999147 | 50248 | 305631 | 305631 | 289675 |
Largest Losing Trade | -127937 | -36784 | -127937 | -527208 | -401599 | -527208 |
Avg Bars in Trades | 88 | 87 | 90 | 88 | 87 | 90 |
Avg Bars in Winners | 137 | 134 | 139 | 57 | 59 | 55 |
Avg Bars in Losers | 45 | 46 | 43 | 127 | 123 | 131 |
Bars Traded | 6558 | 3225 | 3333 | 6558 | 3225 | 3333 |
Profit Streak | 176.2636 | 188.2636 | 176.2636 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56379 | 544318 | -580328 | -648577 | -579896 | -580247 |
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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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