Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537732.8408 | 576744.7388 | -39011.898 | 60464.946 | 716734.2593 | -656269.3133 |
Total P&L (%) | 537.7328 | 576.7447 | -39.0119 | 60.4649 | 716.7343 | -656.2693 |
Avg Daily Profit (%) | 0.2959 | 0.3173 | -0.0215 | 0.026 | 0.1156 | 0 |
Buy And Hold Return (%) | 161.8315 | 161.8315 | 161.8315 | 161.8315 | 161.8315 | 161.8315 |
Max Trade Drawdown | -147551 | -99672 | -113891 | -1035507 | -609065 | -790323 |
Profit Factor | 1.9034 | 3.0834 | 0.8775 | 1.0206 | 1.502 | 0.5634 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 44.7368 | 39.4737 | 50 | 44.7368 | 39.4737 | 50 |
Ratio Avg Win / Avg Loss | 2.3513 | 4.7279 | 0.8775 | 1.2608 | 2.3031 | 0.5634 |
Largest Winning Trade | 331555 | 331555 | 63237 | 849599 | 849599 | 150110 |
Largest Losing Trade | -43958 | -36036 | -43958 | -273919 | -273919 | -232789 |
Avg Bars in Trades | 46 | 37 | 54 | 46 | 37 | 54 |
Avg Bars in Winners | 65 | 55 | 72 | 65 | 55 | 72 |
Avg Bars in Losers | 30 | 25 | 36 | 30 | 25 | 36 |
Bars Traded | 3502 | 1419 | 2083 | 3502 | 1419 | 2083 |
Profit Streak | 17.7928 | 45.2928 | 0 | 17.7928 | 45.2928 | 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 | -45611 | 316700 | -580764 | -576978 | -41168 | -580764 |
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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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