Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625916.5979 | 667313.8505 | -41397.2525 | 35278.2219 | 878344.5021 | -843066.2801 |
Total P&L (%) | 625.9166 | 667.3139 | -41.3973 | 35.2782 | 878.3445 | -843.0663 |
Avg Daily Profit (%) | 0.3445 | 0.3673 | -0.0228 | 0.0166 | 0.1256 | 0 |
Buy And Hold Return (%) | 231.7346 | 231.7346 | 231.7346 | 231.7346 | 231.7346 | 231.7346 |
Max Trade Drawdown | -150578 | -82637 | -111327 | -657669 | -351808 | -827877 |
Profit Factor | 1.9803 | 3.1412 | 0.8734 | 1.014 | 1.862 | 0.4384 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 38.961 | 41.0256 | 36.8421 | 38.961 | 41.0256 | 36.8421 |
Ratio Avg Win / Avg Loss | 3.1024 | 4.5155 | 1.4972 | 1.5886 | 2.6767 | 0.7515 |
Largest Winning Trade | 420401 | 420401 | 66066 | 494619 | 494619 | 171425 |
Largest Losing Trade | -71508 | -46173 | -71508 | -470896 | -165461 | -470896 |
Avg Bars in Trades | 46 | 42 | 49 | 46 | 42 | 49 |
Avg Bars in Winners | 76 | 66 | 87 | 76 | 66 | 87 |
Avg Bars in Losers | 27 | 26 | 27 | 27 | 26 | 27 |
Bars Traded | 3569 | 1673 | 1896 | 3569 | 1673 | 1896 |
Profit Streak | 22.767 | 44.267 | 0 | 22.767 | 44.267 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40365 | 336122 | -584215 | -590449 | -26715 | -585881 |
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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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