Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393479.0172 | 374164.2948 | 19314.7224 | 630.292 | 166355.866 | -165725.574 |
Total P&L (%) | 393.479 | 374.1643 | 19.3147 | 0.6303 | 166.3559 | -165.7256 |
Avg Daily Profit (%) | 0.2178 | 0.2071 | 0.0107 | 0.0003 | 0.0542 | 0 |
Buy And Hold Return (%) | 41.084 | 41.084 | 41.084 | 41.084 | 41.084 | 41.084 |
Max Trade Drawdown | -165977 | -103168 | -81795 | -636718 | -340665 | -378172 |
Profit Factor | 1.7173 | 2.1925 | 1.0823 | 1.0004 | 1.196 | 0.7499 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 46.5753 | 41.6667 | 51.3514 | 46.5753 | 41.6667 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.9699 | 3.0695 | 1.0253 | 1.1475 | 1.6744 | 0.7105 |
Largest Winning Trade | 362279 | 362279 | 52715 | 577521 | 577521 | 113769 |
Largest Losing Trade | -42294 | -42294 | -32799 | -178957 | -120057 | -178957 |
Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
Avg Bars in Winners | 61 | 51 | 69 | 61 | 51 | 69 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 3209 | 1403 | 1806 | 3209 | 1403 | 1806 |
Profit Streak | 0 | 34.6228 | 0 | 0 | 34.6228 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66581 | 329484 | -474188 | -655798 | -129194 | -580597 |
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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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