Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604979.9021 | 634874.4451 | -29894.543 | 74964.6849 | 1240324.9376 | -1165360.2527 |
Total P&L (%) | 604.9799 | 634.8744 | -29.8945 | 74.9647 | 1240.3249 | -1165.3603 |
Avg Daily Profit (%) | 0.332 | 0.3484 | -0.0164 | 0.0307 | 0.1426 | 0 |
Buy And Hold Return (%) | 211.1618 | 211.1618 | 211.1618 | 211.1618 | 211.1618 | 211.1618 |
Max Trade Drawdown | -171803 | -69042 | -122313 | -1312577 | -311216 | -1273916 |
Profit Factor | 2.1049 | 4.078 | 0.9124 | 1.0291 | 2.5818 | 0.3498 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 36.6197 | 37.1429 | 36.1111 | 36.6197 | 37.1429 | 36.1111 |
Ratio Avg Win / Avg Loss | 3.6431 | 6.9012 | 1.6142 | 1.7811 | 4.3693 | 0.619 |
Largest Winning Trade | 345135 | 345135 | 66864 | 1001692 | 1001692 | 128052 |
Largest Losing Trade | -76189 | -30517 | -76189 | -583477 | -204002 | -583477 |
Avg Bars in Trades | 73 | 66 | 79 | 73 | 66 | 79 |
Avg Bars in Winners | 126 | 113 | 139 | 126 | 113 | 139 |
Avg Bars in Losers | 42 | 38 | 46 | 42 | 38 | 46 |
Bars Traded | 5190 | 2325 | 2865 | 5190 | 2325 | 2865 |
Profit Streak | 0 | 49.1295 | 0 | 0 | 49.1295 | 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 | -86543 | 319445 | -583403 | -601532 | -2590 | -586181 |
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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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