Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754480.0763 | 873149.348 | -118669.2716 | -187138.7568 | -1035401.3164 | 848262.5596 |
Total P&L (%) | 754.4801 | 873.1493 | -118.6693 | -187.1388 | -1035.4013 | 848.2626 |
Avg Daily Profit (%) | 0.4163 | 0.4818 | -0.0655 | 0 | 0 | 0.1242 |
Buy And Hold Return (%) | 506.8768 | 506.8768 | 506.8768 | 506.8768 | 506.8768 | 506.8768 |
Max Trade Drawdown | -226862 | -158488 | -136613 | -2676824 | -2467978 | -539912 |
Profit Factor | 1.9974 | 3.2863 | 0.6832 | 0.9515 | 0.6639 | 2.0868 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 40 | 21 | 19 | 37 | 18 | 19 |
Losing Trades | 35 | 17 | 18 | 38 | 20 | 18 |
Profitability (%) | 53.3333 | 55.2632 | 51.3514 | 49.3333 | 47.3684 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.7477 | 2.6603 | 0.6472 | 0.9773 | 0.7377 | 1.9769 |
Largest Winning Trade | 404213 | 404213 | 36850 | 1127425 | 1127425 | 505690 |
Largest Losing Trade | -124520 | -72853 | -124520 | -1906719 | -1906719 | -148924 |
Avg Bars in Trades | 70 | 110 | 28 | 70 | 110 | 28 |
Avg Bars in Winners | 75 | 114 | 31 | 61 | 98 | 25 |
Avg Bars in Losers | 64 | 105 | 25 | 78 | 121 | 31 |
Bars Traded | 5260 | 4195 | 1065 | 5260 | 4195 | 1065 |
Profit Streak | 53.964 | 63.2974 | 0 | 0 | 0 | 155.6307 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60404 | 332824 | -580319 | -642314 | -581788 | -30468 |
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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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