Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737694.8292 | 673831.5145 | 63863.3146 | 1272533.2159 | 1845131.6977 | -572598.4819 |
Total P&L (%) | 737.6948 | 673.8315 | 63.8633 | 1272.5332 | 1845.1317 | -572.5985 |
Avg Daily Profit (%) | 0.4071 | 0.3719 | 0.0352 | 0.1447 | 0.1639 | 0 |
Buy And Hold Return (%) | 583.2055 | 583.2055 | 583.2055 | 583.2055 | 583.2055 | 583.2055 |
Max Trade Drawdown | -76893 | -83997 | -103006 | -1004636 | -590398 | -1202407 |
Profit Factor | 2.4085 | 3.5981 | 1.2416 | 1.2473 | 1.8115 | 0.8007 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 61.039 | 61.5385 | 60.5263 | 61.039 | 61.5385 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.5374 | 2.2488 | 0.8097 | 0.7961 | 1.1322 | 0.5222 |
Largest Winning Trade | 285990 | 285990 | 71791 | 923365 | 923365 | 352305 |
Largest Losing Trade | -74142 | -45138 | -74142 | -858406 | -474510 | -858406 |
Avg Bars in Trades | 43 | 55 | 31 | 43 | 55 | 31 |
Avg Bars in Winners | 42 | 52 | 32 | 42 | 52 | 32 |
Avg Bars in Losers | 44 | 59 | 29 | 44 | 59 | 29 |
Bars Traded | 3355 | 2157 | 1198 | 3355 | 2157 | 1198 |
Profit Streak | 49.8114 | 201.3114 | 0 | 49.8114 | 201.3114 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112973 | -98282 | -312153 | -51102 | 358790 | -579400 |
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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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