Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851523.3333 | 912023.4679 | -60500.1346 | 38249.3977 | 116318.3223 | -78068.9247 |
Total P&L (%) | 851.5233 | 912.0235 | -60.5001 | 38.2494 | 116.3183 | -78.0689 |
Avg Daily Profit (%) | 0.3404 | 0.3646 | -0.0242 | 0.013 | 0.0309 | -0.0606 |
Buy And Hold Return (%) | 371.8503 | 371.8503 | 371.8503 | 371.8503 | 371.8503 | 371.8503 |
Max Trade Drawdown | -132848 | -71149 | -81262 | -140888 | -135463 | -101837 |
Profit Factor | 2.7828 | 4.9138 | 0.7527 | 1.0614 | 1.3701 | 0.7472 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 44.4444 | 47.2222 | 41.6667 | 44.4444 | 47.2222 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.4785 | 5.4918 | 1.0537 | 1.3267 | 1.5313 | 1.046 |
Largest Winning Trade | 942357 | 942357 | 35395 | 209607 | 209607 | 38512 |
Largest Losing Trade | -45963 | -37533 | -45963 | -75047 | -75047 | -51219 |
Avg Bars in Trades | 101 | 141 | 60 | 101 | 141 | 60 |
Avg Bars in Winners | 128 | 185 | 63 | 128 | 185 | 63 |
Avg Bars in Losers | 79 | 101 | 58 | 79 | 101 | 58 |
Bars Traded | 7274 | 5089 | 2185 | 7274 | 5089 | 2185 |
Profit Streak | 159.603 | 203.603 | 0 | 159.603 | 203.603 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75767 | 488997 | -582354 | -579673 | -315546 | -582354 |
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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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