Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437598.6117 | 386487.9762 | 51110.6355 | 587123.1273 | 726403.4869 | -139280.3596 |
Total P&L (%) | 437.5986 | 386.488 | 51.1106 | 587.1231 | 726.4035 | -139.2804 |
Avg Daily Profit (%) | 0.4201 | 0.371 | 0.0491 | 0.1852 | 0.2029 | 0 |
Buy And Hold Return (%) | 126.0264 | 126.0264 | 126.0264 | 126.0264 | 126.0264 | 126.0264 |
Max Trade Drawdown | -85320 | -67141 | -53846 | -1211607 | -748162 | -725227 |
Profit Factor | 2.4489 | 3.5651 | 1.3377 | 1.1995 | 1.5273 | 0.911 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 40.5405 | 37.8378 | 43.2432 | 40.5405 | 37.8378 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.5917 | 5.8569 | 1.7557 | 1.7592 | 2.5091 | 1.1957 |
Largest Winning Trade | 313754 | 313754 | 45863 | 708433 | 708433 | 434604 |
Largest Losing Trade | -23016 | -13846 | -23016 | -421148 | -195040 | -421148 |
Avg Bars in Trades | 330 | 315 | 344 | 330 | 315 | 344 |
Avg Bars in Winners | 608 | 612 | 605 | 608 | 612 | 605 |
Avg Bars in Losers | 140 | 135 | 146 | 140 | 135 | 146 |
Bars Traded | 24453 | 11691 | 12762 | 24453 | 11691 | 12762 |
Profit Streak | 27.9018 | 32.4852 | 0 | 27.9018 | 32.4852 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60438 | 309245 | -294359 | -65624 | 203006 | -581733 |
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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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