Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055405.8837 | 1173539.7698 | -118133.8861 | -100216.9883 | -37758.7929 | -62458.1954 |
Total P&L (%) | 1055.4059 | 1173.5398 | -118.1339 | -100.217 | -37.7588 | -62.4582 |
Avg Daily Profit (%) | 0.5816 | 0.6467 | -0.0651 | 0 | -0.0261 | -0.054 |
Buy And Hold Return (%) | 577.4384 | 577.4384 | 577.4384 | 577.4384 | 577.4384 | 577.4384 |
Max Trade Drawdown | -191421 | -127434 | -200871 | -76309 | -13817 | -41749 |
Profit Factor | 2.3336 | 4.2093 | 0.7225 | 0.0095 | 0.0139 | 0.0068 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 15 | 18 | 35 | 19 | 16 |
Losing Trades | 39 | 21 | 18 | 37 | 17 | 20 |
Profitability (%) | 45.8333 | 41.6667 | 50 | 48.6111 | 52.7778 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.7578 | 5.893 | 0.7225 | 0.01 | 0.0125 | 0.0085 |
Largest Winning Trade | 760756 | 760756 | 76652 | 120 | 120 | 103 |
Largest Losing Trade | -100070 | -47650 | -100070 | -41686 | -24053 | -41686 |
Avg Bars in Trades | 73 | 66 | 79 | 73 | 66 | 79 |
Avg Bars in Winners | 103 | 94 | 111 | 46 | 47 | 44 |
Avg Bars in Losers | 47 | 46 | 48 | 98 | 87 | 108 |
Bars Traded | 5274 | 2400 | 2874 | 5274 | 2400 | 2874 |
Profit Streak | 98.634 | 98.634 | 119.634 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76335 | 349718 | -579821 | -664817 | -580142 | -582662 |
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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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