Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743184.274 | 749782.6413 | -6598.3673 | 181417.6966 | 356718.8233 | -175301.1267 |
Total P&L (%) | 743.1843 | 749.7826 | -6.5984 | 181.4177 | 356.7188 | -175.3011 |
Avg Daily Profit (%) | 0.403 | 0.4066 | -0.0036 | 0.0561 | 0.0824 | 0 |
Buy And Hold Return (%) | 172.4834 | 172.4834 | 172.4834 | 172.4834 | 172.4834 | 172.4834 |
Max Trade Drawdown | -117955 | -63878 | -56321 | -332120 | -221438 | -200165 |
Profit Factor | 2.3997 | 4.2366 | 0.978 | 1.1312 | 1.5979 | 0.7769 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 37.7049 | 32.2581 | 43.3333 | 37.7049 | 32.2581 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.9647 | 8.8969 | 1.2789 | 1.869 | 3.3557 | 1.0159 |
Largest Winning Trade | 684159 | 684159 | 60089 | 371172 | 371172 | 159531 |
Largest Losing Trade | -45169 | -32667 | -45169 | -113417 | -101923 | -113417 |
Avg Bars in Trades | 171 | 146 | 197 | 171 | 146 | 197 |
Avg Bars in Winners | 303 | 252 | 341 | 303 | 252 | 341 |
Avg Bars in Losers | 92 | 96 | 87 | 92 | 96 | 87 |
Bars Traded | 10470 | 4545 | 5925 | 10470 | 4545 | 5925 |
Profit Streak | 86.6189 | 96.2856 | 0 | 86.6189 | 96.2856 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158104 | 314817 | -581751 | -513180 | -92733 | -581751 |
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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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