Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657002.3116 | 633591.321 | 23410.9906 | 644096.5157 | 443196.3717 | 200900.144 |
Total P&L (%) | 657.0023 | 633.5913 | 23.411 | 644.0965 | 443.1964 | 200.9001 |
Avg Daily Profit (%) | 0.2616 | 0.2523 | 0.0093 | 0.0799 | 0.0674 | 0.0439 |
Buy And Hold Return (%) | 68.1359 | 68.1359 | 68.1359 | 68.1359 | 68.1359 | 68.1359 |
Max Trade Drawdown | -159388 | -98822 | -78326 | -978420 | -684443 | -425038 |
Profit Factor | 2.2725 | 3.181 | 1.1037 | 1.3223 | 1.3372 | 1.2935 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 50.6667 | 45.9459 | 55.2632 | 50.6667 | 45.9459 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.2127 | 3.7423 | 0.8935 | 1.2875 | 1.5732 | 1.0471 |
Largest Winning Trade | 380229 | 380229 | 45358 | 443247 | 443247 | 188145 |
Largest Losing Trade | -47945 | -30047 | -47945 | -339348 | -339348 | -227919 |
Avg Bars in Trades | 129 | 203 | 57 | 129 | 203 | 57 |
Avg Bars in Winners | 169 | 293 | 70 | 169 | 293 | 70 |
Avg Bars in Losers | 87 | 126 | 41 | 87 | 126 | 41 |
Bars Traded | 9707 | 7521 | 2186 | 9707 | 7521 | 2186 |
Profit Streak | 98.898 | 188.398 | 98.898 | 98.898 | 188.398 | 98.898 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47342 | 516627 | -453051 | -145821 | -102062 | -136173 |
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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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