Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482032.9496 | 369346.8113 | 112686.1383 | 712374.9695 | 880723.0372 | -168348.0677 |
Total P&L (%) | 482.033 | 369.3468 | 112.6861 | 712.375 | 880.723 | -168.3481 |
Avg Daily Profit (%) | 0.1923 | 0.1474 | 0.045 | 0.0836 | 0.0911 | 0 |
Buy And Hold Return (%) | 11.5551 | 11.5551 | 11.5551 | 11.5551 | 11.5551 | 11.5551 |
Max Trade Drawdown | -134822 | -63434 | -162068 | -3318372 | -1267604 | -2098140 |
Profit Factor | 1.9389 | 2.9115 | 1.3519 | 1.1324 | 1.4713 | 0.9521 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 53.4247 | 48.6486 | 58.3333 | 53.4247 | 48.6486 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.6903 | 3.0732 | 0.9657 | 0.9872 | 1.553 | 0.6801 |
Largest Winning Trade | 75305 | 75305 | 54423 | 1030688 | 909110 | 1030688 |
Largest Losing Trade | -71829 | -37582 | -71829 | -1427982 | -645184 | -1427982 |
Avg Bars in Trades | 64 | 46 | 83 | 64 | 46 | 83 |
Avg Bars in Winners | 58 | 44 | 70 | 58 | 44 | 70 |
Avg Bars in Losers | 71 | 47 | 101 | 71 | 47 | 101 |
Bars Traded | 4697 | 1703 | 2994 | 4697 | 1703 | 2994 |
Profit Streak | 68.7449 | 125.7449 | 0 | 68.7449 | 125.7449 | 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 | -63759 | 333860 | -133049 | -232493 | -68596 | -579699 |
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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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