Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560490.7979 | 563207.2007 | -2716.4028 | 455374.2613 | 691536.0364 | -236161.7751 |
Total P&L (%) | 560.4908 | 563.2072 | -2.7164 | 455.3743 | 691.536 | -236.1618 |
Avg Daily Profit (%) | 0.2231 | 0.2242 | -0.0011 | 0.0683 | 0.0824 | 0 |
Buy And Hold Return (%) | 69.1497 | 69.1497 | 69.1497 | 69.1497 | 69.1497 | 69.1497 |
Max Trade Drawdown | -169767 | -83148 | -96197 | -1918299 | -872231 | -1178592 |
Profit Factor | 2.0213 | 3.3098 | 0.9911 | 1.1125 | 1.3453 | 0.8844 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 46.0526 | 47.3684 | 44.7368 | 46.0526 | 47.3684 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.3678 | 3.6776 | 1.2243 | 1.3033 | 1.4948 | 1.0925 |
Largest Winning Trade | 292963 | 292963 | 59860 | 1018017 | 1018017 | 413994 |
Largest Losing Trade | -47390 | -28504 | -47390 | -809121 | -439210 | -809121 |
Avg Bars in Trades | 126 | 128 | 124 | 126 | 128 | 124 |
Avg Bars in Winners | 196 | 193 | 200 | 196 | 193 | 200 |
Avg Bars in Losers | 67 | 70 | 63 | 67 | 70 | 63 |
Bars Traded | 9641 | 4901 | 4740 | 9641 | 4901 | 4740 |
Profit Streak | 91.648 | 191.398 | 0 | 91.648 | 191.398 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42676 | 523316 | -581145 | -253520 | -82199 | -581145 |
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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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