Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066959.9419 | 1143830.6083 | -76870.6664 | -13833.5393 | 367853.148 | -381686.6873 |
Total P&L (%) | 1066.9599 | 1143.8306 | -76.8707 | -13.8335 | 367.8531 | -381.6867 |
Avg Daily Profit (%) | 0.5858 | 0.628 | -0.0422 | -0.0082 | 0.0848 | 0 |
Buy And Hold Return (%) | 604.8001 | 604.8001 | 604.8001 | 604.8001 | 604.8001 | 604.8001 |
Max Trade Drawdown | -241940 | -118148 | -168048 | -517992 | -182077 | -384999 |
Profit Factor | 2.4852 | 4.573 | 0.807 | 0.9866 | 1.8877 | 0.3857 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 39.726 | 41.6667 | 37.8378 | 39.726 | 41.6667 | 37.8378 |
Ratio Avg Win / Avg Loss | 3.7707 | 6.4022 | 1.3258 | 1.497 | 2.6428 | 0.6336 |
Largest Winning Trade | 654030 | 654030 | 78637 | 455980 | 455980 | 73257 |
Largest Losing Trade | -88598 | -48158 | -88598 | -185613 | -138139 | -185613 |
Avg Bars in Trades | 72 | 67 | 77 | 72 | 67 | 77 |
Avg Bars in Winners | 113 | 97 | 130 | 113 | 97 | 130 |
Avg Bars in Losers | 45 | 46 | 45 | 45 | 46 | 45 |
Bars Traded | 5314 | 2438 | 2876 | 5314 | 2438 | 2876 |
Profit Streak | 0 | 109.6042 | 0 | 0 | 109.6042 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72662 | 334045 | -583835 | -659384 | -244281 | -585502 |
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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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