Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639833.0351 | 603156.9254 | 36676.1097 | 472103.6459 | 856473.1185 | -384369.4726 |
Total P&L (%) | 639.833 | 603.1569 | 36.6761 | 472.1036 | 856.4731 | -384.3695 |
Avg Daily Profit (%) | 0.2553 | 0.2407 | 0.0146 | 0.0696 | 0.0901 | 0 |
Buy And Hold Return (%) | 203.3642 | 203.3642 | 203.3642 | 203.3642 | 203.3642 | 203.3642 |
Max Trade Drawdown | -194091 | -126422 | -113216 | -3278899 | -1902857 | -1807519 |
Profit Factor | 2.1717 | 3.2427 | 1.1323 | 1.0959 | 1.3575 | 0.8479 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 53.2468 | 50 | 56.4103 | 53.2468 | 50 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.9068 | 3.2427 | 0.875 | 0.9622 | 1.3575 | 0.6552 |
Largest Winning Trade | 307449 | 307449 | 39100 | 1111066 | 1111066 | 770525 |
Largest Losing Trade | -79623 | -32656 | -79623 | -1048416 | -1048416 | -1003100 |
Avg Bars in Trades | 94 | 128 | 60 | 94 | 128 | 60 |
Avg Bars in Winners | 111 | 151 | 76 | 111 | 151 | 76 |
Avg Bars in Losers | 75 | 105 | 41 | 75 | 105 | 41 |
Bars Traded | 7258 | 4885 | 2374 | 7258 | 4885 | 2374 |
Profit Streak | 124.6466 | 124.6466 | 260.9799 | 124.6466 | 124.6466 | 260.9799 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34776 | 446901 | -413471 | -265892 | -72835 | -578552 |
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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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