Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606240.2968 | 613337.6581 | -7097.3613 | 156101.4231 | 244662.7972 | -88561.3742 |
Total P&L (%) | 606.2403 | 613.3377 | -7.0974 | 156.1014 | 244.6628 | -88.5614 |
Avg Daily Profit (%) | 0.3316 | 0.3354 | -0.0039 | 0.0514 | 0.0677 | -0.1185 |
Buy And Hold Return (%) | 182.869 | 182.869 | 182.869 | 182.869 | 182.869 | 182.869 |
Max Trade Drawdown | -92943 | -123692 | -53993 | -397142 | -457936 | -191710 |
Profit Factor | 2.4895 | 3.5766 | 0.958 | 1.1402 | 1.3783 | 0.8101 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 46.6667 | 43.2432 | 50 | 46.6667 | 43.2432 | 50 |
Ratio Avg Win / Avg Loss | 2.8451 | 4.6943 | 0.958 | 1.3031 | 1.809 | 0.8101 |
Largest Winning Trade | 480682 | 480682 | 55063 | 299238 | 299238 | 133246 |
Largest Losing Trade | -60794 | -60794 | -43258 | -305023 | -305023 | -159853 |
Avg Bars in Trades | 45 | 48 | 42 | 45 | 48 | 42 |
Avg Bars in Winners | 37 | 50 | 26 | 37 | 50 | 26 |
Avg Bars in Losers | 52 | 47 | 58 | 52 | 47 | 58 |
Bars Traded | 3410 | 1797 | 1614 | 3410 | 1797 | 1614 |
Profit Streak | 1.8818 | 0 | 5.8818 | 1.8818 | 0 | 5.8818 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53678 | 378999 | -580065 | -421026 | -164142 | -580065 |
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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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