Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773147.9424 | 802900.4023 | -29752.4599 | 152569.492 | 523914.9193 | -371345.4273 |
Total P&L (%) | 773.1479 | 802.9004 | -29.7525 | 152.5695 | 523.9149 | -371.3454 |
Avg Daily Profit (%) | 0.4153 | 0.4313 | -0.016 | 0.0498 | 0.0984 | 0 |
Buy And Hold Return (%) | 96.0481 | 96.0481 | 96.0481 | 96.0481 | 96.0481 | 96.0481 |
Max Trade Drawdown | -121734 | -69770 | -115525 | -751988 | -343945 | -681480 |
Profit Factor | 2.4037 | 4.5411 | 0.9082 | 1.0722 | 1.5494 | 0.6794 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 41.0959 | 40.5405 | 41.6667 | 41.0959 | 40.5405 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.4452 | 6.6602 | 1.2715 | 1.5369 | 2.2725 | 0.9512 |
Largest Winning Trade | 604604 | 604604 | 75592 | 619148 | 619148 | 203845 |
Largest Losing Trade | -57140 | -32577 | -57140 | -288552 | -134030 | -288552 |
Avg Bars in Trades | 148 | 142 | 153 | 148 | 142 | 153 |
Avg Bars in Winners | 255 | 231 | 279 | 255 | 231 | 279 |
Avg Bars in Losers | 73 | 82 | 63 | 73 | 82 | 63 |
Bars Traded | 10824 | 5287 | 5536 | 10824 | 5287 | 5536 |
Profit Streak | 0 | 0 | 59.7298 | 0 | 0 | 59.7298 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65283 | 496789 | -581793 | -355755 | -63183 | -583460 |
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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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