Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522072.0659 | 534392.6499 | -12320.584 | 466735.8413 | 1080921.5751 | -614185.7338 |
Total P&L (%) | 522.0721 | 534.3927 | -12.3206 | 466.7358 | 1080.9216 | -614.1857 |
Avg Daily Profit (%) | 0.2315 | 0.237 | -0.0055 | 0.077 | 0.1096 | 0 |
Buy And Hold Return (%) | 212.7232 | 212.7232 | 212.7232 | 212.7232 | 212.7232 | 212.7232 |
Max Trade Drawdown | -204954 | -162652 | -70139 | -3117693 | -3172437 | -1359403 |
Profit Factor | 2.0859 | 2.6573 | 0.9222 | 1.0627 | 1.2019 | 0.7059 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 50.6849 | 52.7778 | 48.6486 | 50.6849 | 52.7778 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.0295 | 2.3776 | 0.9734 | 1.034 | 1.0754 | 0.7451 |
Largest Winning Trade | 143870 | 143870 | 21762 | 1531548 | 1531548 | 375094 |
Largest Losing Trade | -56087 | -56087 | -37609 | -1684340 | -1684340 | -1031752 |
Avg Bars in Trades | 154 | 299 | 13 | 154 | 299 | 13 |
Avg Bars in Winners | 90 | 162 | 14 | 90 | 162 | 14 |
Avg Bars in Losers | 219 | 452 | 11 | 219 | 452 | 11 |
Bars Traded | 11271 | 10780 | 491 | 11271 | 10780 | 491 |
Profit Streak | 61.7292 | 0 | 296.5625 | 61.7292 | 0 | 296.5625 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67216 | 368492 | -580052 | -322955 | -47755 | -580052 |
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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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