Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709832.0375 | 670031.8502 | 39800.1873 | 510083.0102 | 1541484.6765 | -1031401.6663 |
Total P&L (%) | 709.832 | 670.0319 | 39.8002 | 510.083 | 1541.4847 | -1031.4017 |
Avg Daily Profit (%) | 0.3915 | 0.3696 | 0.022 | 0.0998 | 0.1545 | 0 |
Buy And Hold Return (%) | 123.6159 | 123.6159 | 123.6159 | 123.6159 | 123.6159 | 123.6159 |
Max Trade Drawdown | -121235 | -63590 | -93370 | -1495428 | -824609 | -1205966 |
Profit Factor | 2.4488 | 3.7634 | 1.1608 | 1.1298 | 1.8924 | 0.5319 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 46.6667 | 48.6486 | 44.7368 | 46.6667 | 48.6486 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.7986 | 3.9725 | 1.4339 | 1.2912 | 1.9975 | 0.6571 |
Largest Winning Trade | 305247 | 305247 | 58070 | 878200 | 878200 | 220351 |
Largest Losing Trade | -69208 | -56548 | -69208 | -554664 | -463469 | -554664 |
Avg Bars in Trades | 92 | 84 | 100 | 92 | 84 | 100 |
Avg Bars in Winners | 133 | 114 | 152 | 133 | 114 | 152 |
Avg Bars in Losers | 56 | 55 | 58 | 56 | 55 | 58 |
Bars Traded | 6932 | 3111 | 3821 | 6932 | 3111 | 3821 |
Profit Streak | 0 | 55.5508 | 0 | 0 | 55.5508 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49071 | 553098 | -374981 | -201793 | 406182 | -582811 |
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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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