Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269201.0717 | 269122.8597 | 78.212 | 5550.1241 | 335048.2156 | -329498.0915 |
Total P&L (%) | 269.2011 | 269.1229 | 0.0782 | 5.5501 | 335.0482 | -329.4981 |
Avg Daily Profit (%) | 0.222 | 0.2219 | 0.0001 | 0.0045 | 0.1213 | 0 |
Buy And Hold Return (%) | 32.3602 | 32.3602 | 32.3602 | 32.3602 | 32.3602 | 32.3602 |
Max Trade Drawdown | -216226 | -86992 | -150617 | -936984 | -472526 | -518445 |
Profit Factor | 1.5243 | 2.1264 | 1.0003 | 1.0042 | 1.5407 | 0.5276 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 50 | 45.9459 | 54.0541 | 50 | 45.9459 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.5243 | 2.5017 | 0.8502 | 1.0042 | 1.8126 | 0.4485 |
Largest Winning Trade | 160072 | 160072 | 45734 | 604634 | 604634 | 74540 |
Largest Losing Trade | -62507 | -32961 | -62507 | -210203 | -190649 | -210203 |
Avg Bars in Trades | 47 | 52 | 41 | 47 | 52 | 41 |
Avg Bars in Winners | 43 | 48 | 38 | 43 | 48 | 38 |
Avg Bars in Losers | 51 | 56 | 44 | 51 | 56 | 44 |
Bars Traded | 3483 | 1957 | 1526 | 3483 | 1957 | 1526 |
Profit Streak | 35.8572 | 35.8572 | 107.5238 | 35.8572 | 35.8572 | 107.5238 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57412 | 389685 | -578890 | -636324 | -29412 | -579289 |
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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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