Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681514.7315 | 702019.0004 | -20504.2689 | 20876.6104 | 1115156.2533 | -1094279.6428 |
Total P&L (%) | 681.5147 | 702.019 | -20.5043 | 20.8766 | 1115.1563 | -1094.2796 |
Avg Daily Profit (%) | 0.3675 | 0.3785 | -0.0111 | 0.0102 | 0.1347 | 0 |
Buy And Hold Return (%) | 69.5795 | 69.5795 | 69.5795 | 69.5795 | 69.5795 | 69.5795 |
Max Trade Drawdown | -151912 | -165334 | -66358 | -1285003 | -956685 | -1088123 |
Profit Factor | 2.0643 | 3.1578 | 0.9349 | 1.0062 | 1.8268 | 0.4627 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 46.4789 | 44.4444 | 48.5714 | 46.4789 | 44.4444 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.3771 | 3.9472 | 0.9899 | 1.1586 | 2.2834 | 0.4899 |
Largest Winning Trade | 583120 | 583120 | 50037 | 798279 | 798279 | 250442 |
Largest Losing Trade | -54051 | -37124 | -54051 | -734516 | -320821 | -734516 |
Avg Bars in Trades | 75 | 82 | 68 | 75 | 82 | 68 |
Avg Bars in Winners | 92 | 97 | 88 | 92 | 97 | 88 |
Avg Bars in Losers | 61 | 71 | 49 | 61 | 71 | 49 |
Bars Traded | 5379 | 2986 | 2393 | 5379 | 2986 | 2393 |
Profit Streak | 37.0902 | 173.7569 | 37.0902 | 37.0902 | 173.7569 | 37.0902 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77818 | 533469 | -580798 | -649910 | -10037 | -580798 |
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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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