Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680904.4839 | 780069.4597 | -99164.9759 | -97135.6591 | 346110.5957 | -443246.2549 |
Total P&L (%) | 680.9045 | 780.0695 | -99.165 | -97.1357 | 346.1106 | -443.2463 |
Avg Daily Profit (%) | 0.272 | 0.3116 | -0.0396 | -0.1418 | 0.0598 | 0 |
Buy And Hold Return (%) | 312.1439 | 312.1439 | 312.1439 | 312.1439 | 312.1439 | 312.1439 |
Max Trade Drawdown | -279334 | -157276 | -134849 | -949503 | -516033 | -447973 |
Profit Factor | 2.4011 | 4.4794 | 0.6212 | 0.9235 | 1.5569 | 0.3163 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 45.2055 | 38.8889 | 51.3514 | 45.2055 | 38.8889 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.9104 | 7.0391 | 0.5885 | 1.1194 | 2.4465 | 0.2996 |
Largest Winning Trade | 895595 | 895595 | 20906 | 855757 | 855757 | 88655 |
Largest Losing Trade | -98166 | -37149 | -98166 | -275352 | -215239 | -275352 |
Avg Bars in Trades | 59 | 54 | 65 | 59 | 54 | 65 |
Avg Bars in Winners | 82 | 76 | 87 | 82 | 76 | 87 |
Avg Bars in Losers | 40 | 40 | 41 | 40 | 40 | 41 |
Bars Traded | 4369 | 1952 | 2417 | 4369 | 1952 | 2417 |
Profit Streak | 0 | 229.6532 | 0 | 0 | 229.6532 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70594 | 327983 | -580597 | -657253 | -246030 | -580597 |
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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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