Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534971.954 | 550442.5913 | -15470.6373 | 163972.1979 | 196534.787 | -32562.5891 |
Total P&L (%) | 534.972 | 550.4426 | -15.4706 | 163.9722 | 196.5348 | -32.5626 |
Avg Daily Profit (%) | 0.2915 | 0.2999 | -0.0084 | 0.0529 | 0.0592 | -0.0215 |
Buy And Hold Return (%) | 148.3987 | 148.3987 | 148.3987 | 148.3987 | 148.3987 | 148.3987 |
Max Trade Drawdown | -108241 | -87755 | -81624 | -125941 | -91273 | -92923 |
Profit Factor | 2.1115 | 4.0034 | 0.9481 | 1.2915 | 2.008 | 0.9114 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 40.5405 | 37.8378 | 43.2432 | 40.5405 | 37.8378 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.0969 | 6.5769 | 1.2444 | 1.8942 | 3.2988 | 1.1962 |
Largest Winning Trade | 473027 | 473027 | 47647 | 124569 | 124569 | 108293 |
Largest Losing Trade | -46291 | -25087 | -46291 | -92923 | -29519 | -92923 |
Avg Bars in Trades | 71 | 67 | 76 | 71 | 67 | 76 |
Avg Bars in Winners | 130 | 127 | 132 | 130 | 127 | 132 |
Avg Bars in Losers | 32 | 30 | 34 | 32 | 30 | 34 |
Bars Traded | 5324 | 2479 | 2846 | 5324 | 2479 | 2846 |
Profit Streak | 106.9883 | 108.9883 | 0 | 106.9883 | 108.9883 | 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 | -61632 | 335265 | -581733 | -326150 | -179023 | -581733 |
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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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