Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1598138.0373 | 1567353.9824 | 30784.0549 | -715860.7814 | -238975.4995 | -476885.2819 |
Total P&L (%) | 1598.138 | 1567.354 | 30.7841 | -715.8608 | -238.9755 | -476.8853 |
Avg Daily Profit (%) | 0.6771 | 0.664 | 0.013 | 0 | 0 | 0 |
Buy And Hold Return (%) | 486.5031 | 486.5031 | 486.5031 | 486.5031 | 486.5031 | 486.5031 |
Max Trade Drawdown | -202689 | -83980 | -171824 | -1077816 | -462805 | -623515 |
Profit Factor | 3.9685 | 7.4514 | 1.1042 | 0.5871 | 0.6999 | 0.4912 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 36 | 15 | 21 | 36 | 21 | 15 |
Losing Trades | 39 | 22 | 17 | 39 | 16 | 23 |
Profitability (%) | 48 | 40.5405 | 55.2632 | 48 | 56.7568 | 39.4737 |
Ratio Avg Win / Avg Loss | 4.2992 | 10.9287 | 0.8939 | 0.636 | 0.5333 | 0.7532 |
Largest Winning Trade | 1334434 | 1334434 | 54573 | 148491 | 148491 | 135128 |
Largest Losing Trade | -109224 | -47509 | -109224 | -342775 | -222591 | -342775 |
Avg Bars in Trades | 90 | 78 | 101 | 90 | 78 | 101 |
Avg Bars in Winners | 131 | 119 | 140 | 46 | 38 | 56 |
Avg Bars in Losers | 52 | 51 | 54 | 131 | 132 | 131 |
Bars Traded | 6796 | 2922 | 3874 | 6796 | 2922 | 3874 |
Profit Streak | 0 | 0 | 0 | 44.6574 | 252.324 | 44.6574 |
Trades During Streak | 0 | 0 | 0 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45759 | 502017 | -448069 | -641339 | -578498 | -583870 |
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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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