Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393349.4816 | 303516.1391 | 89833.3425 | -1176328.8171 | -863579.2499 | -312749.5672 |
Total P&L (%) | 393.3495 | 303.5161 | 89.8333 | -1176.3288 | -863.5793 | -312.7496 |
Avg Daily Profit (%) | 0.2758 | 0.2128 | 0.063 | 0 | 0 | 0 |
Buy And Hold Return (%) | 25.7585 | 25.7585 | 25.7585 | 25.7585 | 25.7585 | 25.7585 |
Max Trade Drawdown | -146683 | -50997 | -124073 | -4694032 | -1903301 | -2814926 |
Profit Factor | 2.2141 | 3.9038 | 1.4093 | 0.7839 | 0.6245 | 0.9005 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 51 | 25 | 26 | 35 | 19 | 16 |
Losing Trades | 22 | 11 | 11 | 38 | 17 | 21 |
Profitability (%) | 69.863 | 69.4444 | 70.2703 | 47.9452 | 52.7778 | 43.2432 |
Ratio Avg Win / Avg Loss | 0.9551 | 1.7177 | 0.5963 | 0.8511 | 0.5588 | 1.1819 |
Largest Winning Trade | 73348 | 73348 | 51168 | 1652948 | 260485 | 1652948 |
Largest Losing Trade | -122568 | -25580 | -122568 | -1355935 | -635505 | -1355935 |
Avg Bars in Trades | 52 | 47 | 57 | 52 | 47 | 57 |
Avg Bars in Winners | 37 | 37 | 38 | 52 | 44 | 61 |
Avg Bars in Losers | 85 | 70 | 101 | 52 | 50 | 53 |
Bars Traded | 3813 | 1701 | 2112 | 3813 | 1701 | 2112 |
Profit Streak | 65.3666 | 0 | 68.3666 | 0 | 319.0333 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63161 | 620654 | -108800 | -657854 | -579074 | -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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