Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435482.2842 | 461029.4886 | -25547.2044 | 105312.6207 | 167850.243 | -62537.6223 |
Total P&L (%) | 435.4823 | 461.0295 | -25.5472 | 105.3126 | 167.8502 | -62.5376 |
Avg Daily Profit (%) | 0.4877 | 0.5163 | -0.0286 | 0.0806 | 0.1104 | -0.1099 |
Buy And Hold Return (%) | 167.6471 | 167.6471 | 167.6471 | 167.6471 | 167.6471 | 167.6471 |
Max Trade Drawdown | -106528 | -61309 | -57818 | -472882 | -267165 | -224076 |
Profit Factor | 2.3034 | 3.215 | 0.7972 | 1.1294 | 1.3384 | 0.8032 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 44.4444 | 38.8889 | 50 | 44.4444 | 38.8889 | 50 |
Ratio Avg Win / Avg Loss | 2.8793 | 5.0521 | 0.7972 | 1.4118 | 2.1031 | 0.8032 |
Largest Winning Trade | 352342 | 352342 | 30535 | 397908 | 397908 | 155987 |
Largest Losing Trade | -29507 | -29507 | -25714 | -117302 | -105114 | -117302 |
Avg Bars in Trades | 71 | 101 | 41 | 71 | 101 | 41 |
Avg Bars in Winners | 113 | 187 | 56 | 113 | 187 | 56 |
Avg Bars in Losers | 37 | 47 | 25 | 37 | 47 | 25 |
Bars Traded | 5139 | 3655 | 1484 | 5139 | 3655 | 1484 |
Profit Streak | 1.4017 | 0 | 29.0684 | 1.4017 | 0 | 29.0684 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77537 | 317257 | -580239 | -417850 | -213911 | -580239 |
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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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