Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750233.5367 | 710745.127 | 39488.4098 | 591153.5423 | 1969444.1998 | -1378290.6575 |
Total P&L (%) | 750.2335 | 710.7451 | 39.4884 | 591.1535 | 1969.4442 | -1378.2907 |
Avg Daily Profit (%) | 0.4112 | 0.3896 | 0.0216 | 0.106 | 0.1662 | 0 |
Buy And Hold Return (%) | 195.4574 | 195.4574 | 195.4574 | 195.4574 | 195.4574 | 195.4574 |
Max Trade Drawdown | -119658 | -48851 | -78455 | -1298124 | -577712 | -1538108 |
Profit Factor | 2.5255 | 4.276 | 1.1437 | 1.1315 | 2.3368 | 0.544 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 52.1739 | 55.8824 | 48.5714 | 52.1739 | 55.8824 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.315 | 3.3758 | 1.2109 | 1.0372 | 1.8448 | 0.576 |
Largest Winning Trade | 345461 | 345461 | 61827 | 895895 | 895895 | 403838 |
Largest Losing Trade | -71879 | -41636 | -71879 | -881452 | -229673 | -881452 |
Avg Bars in Trades | 101 | 93 | 109 | 101 | 93 | 109 |
Avg Bars in Winners | 147 | 130 | 167 | 147 | 130 | 167 |
Avg Bars in Losers | 51 | 47 | 55 | 51 | 47 | 55 |
Bars Traded | 7027 | 3184 | 3843 | 7027 | 3184 | 3843 |
Profit Streak | 0 | 131.8702 | 0 | 0 | 131.8702 | 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 | -93426 | 593021 | -392782 | -235743 | 514636 | -581343 |
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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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