Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726520.6139 | 950455.9711 | -223935.3572 | -98617.2691 | 173046.3803 | -271663.6495 |
Total P&L (%) | 726.5206 | 950.456 | -223.9354 | -98.6173 | 173.0464 | -271.6636 |
Avg Daily Profit (%) | 0.4064 | 0.5317 | -0.1253 | -0.2392 | 0.0562 | 0 |
Buy And Hold Return (%) | 256.0331 | 256.0331 | 256.0331 | 256.0331 | 256.0331 | 256.0331 |
Max Trade Drawdown | -254852 | -199251 | -225448 | -228699 | -27250 | -111083 |
Profit Factor | 1.7601 | 3.2469 | 0.5797 | 0.6942 | 5.761 | 0.0507 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 38.3562 | 37.8378 | 38.8889 | 38.3562 | 37.8378 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.8287 | 5.3341 | 0.911 | 1.1157 | 9.4645 | 0.0796 |
Largest Winning Trade | 982704 | 982704 | 60185 | 130081 | 130081 | 3769 |
Largest Losing Trade | -79094 | -41278 | -79094 | -164446 | -9775 | -164446 |
Avg Bars in Trades | 70 | 75 | 64 | 70 | 75 | 64 |
Avg Bars in Winners | 101 | 98 | 104 | 101 | 98 | 104 |
Avg Bars in Losers | 50 | 62 | 38 | 50 | 62 | 38 |
Bars Traded | 5111 | 2806 | 2305 | 5111 | 2806 | 2305 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70922 | 355562 | -585101 | -659917 | -280015 | -584823 |
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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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