Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910114.0995 | 1013150.5347 | -103036.4352 | -65961.5366 | 17484.7603 | -83446.297 |
Total P&L (%) | 910.1141 | 1013.1505 | -103.0364 | -65.9615 | 17.4848 | -83.4463 |
Avg Daily Profit (%) | 0.364 | 0.4053 | -0.0412 | -0.0431 | 0.0064 | -0.0719 |
Buy And Hold Return (%) | 341.5736 | 341.5736 | 341.5736 | 341.5736 | 341.5736 | 341.5736 |
Max Trade Drawdown | -178740 | -101360 | -104504 | -276880 | -157137 | -154516 |
Profit Factor | 2.6475 | 4.4014 | 0.5952 | 0.8712 | 1.0615 | 0.6338 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 44.7761 | 39.3939 | 50 | 44.7761 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 3.2653 | 6.7714 | 0.5952 | 1.0745 | 1.6331 | 0.6338 |
Largest Winning Trade | 1134389 | 1134389 | 45050 | 189591 | 189591 | 80993 |
Largest Losing Trade | -45656 | -45656 | -45248 | -111094 | -83029 | -111094 |
Avg Bars in Trades | 64 | 77 | 51 | 64 | 77 | 51 |
Avg Bars in Winners | 80 | 105 | 61 | 80 | 105 | 61 |
Avg Bars in Losers | 51 | 59 | 42 | 51 | 59 | 42 |
Bars Traded | 4323 | 2560 | 1763 | 4323 | 2560 | 1763 |
Profit Streak | 150.4594 | 0 | 153.4594 | 150.4594 | 0 | 153.4594 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111654 | 354869 | -580219 | -701846 | -505876 | -580219 |
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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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