Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476749.4275 | 578200.2549 | -101450.8274 | -63800.0023 | 275188.1233 | -338988.1256 |
Total P&L (%) | 476.7494 | 578.2003 | -101.4508 | -63.8 | 275.1881 | -338.9881 |
Avg Daily Profit (%) | 0.2614 | 0.317 | -0.0556 | -0.0557 | 0.0725 | 0 |
Buy And Hold Return (%) | 156.9232 | 156.9232 | 156.9232 | 156.9232 | 156.9232 | 156.9232 |
Max Trade Drawdown | -177646 | -73378 | -168308 | -401211 | -197106 | -398767 |
Profit Factor | 1.6972 | 3.0912 | 0.7509 | 0.9308 | 1.7084 | 0.3643 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 47.9452 | 47.2222 | 48.6486 | 47.9452 | 47.2222 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.8427 | 3.4549 | 0.7926 | 1.0106 | 1.9094 | 0.3845 |
Largest Winning Trade | 291272 | 291272 | 77675 | 273241 | 273241 | 45960 |
Largest Losing Trade | -64317 | -50604 | -64317 | -184654 | -112033 | -184654 |
Avg Bars in Trades | 46 | 36 | 55 | 46 | 36 | 55 |
Avg Bars in Winners | 57 | 38 | 75 | 57 | 38 | 75 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 3377 | 1329 | 2048 | 3377 | 1329 | 2048 |
Profit Streak | 0 | 96.4107 | 0 | 0 | 96.4107 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68792 | 457803 | -581298 | -656187 | -101133 | -581298 |
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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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