Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471037.3904 | 421855.9963 | 49181.3941 | 150191.1162 | -195060.9798 | 345252.0959 |
Total P&L (%) | 471.0374 | 421.856 | 49.1814 | 150.1911 | -195.061 | 345.2521 |
Avg Daily Profit (%) | 0.188 | 0.1683 | 0.0196 | 0.0366 | 0 | 0.0596 |
Buy And Hold Return (%) | 13.0186 | 13.0186 | 13.0186 | 13.0186 | 13.0186 | 13.0186 |
Max Trade Drawdown | -165604 | -129465 | -44471 | -1789449 | -1585362 | -229753 |
Profit Factor | 2.1185 | 2.5131 | 1.3455 | 1.0573 | 0.9071 | 1.6616 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 46.6667 | 43.2432 | 50 | 46.6667 | 43.2432 | 50 |
Ratio Avg Win / Avg Loss | 2.4211 | 3.2985 | 1.3455 | 1.2083 | 1.1906 | 1.6616 |
Largest Winning Trade | 416137 | 416137 | 39961 | 872698 | 872698 | 431618 |
Largest Losing Trade | -53544 | -53544 | -22221 | -1092109 | -1092109 | -128645 |
Avg Bars in Trades | 62 | 113 | 14 | 62 | 113 | 14 |
Avg Bars in Winners | 87 | 167 | 20 | 87 | 167 | 20 |
Avg Bars in Losers | 41 | 71 | 7 | 41 | 71 | 7 |
Bars Traded | 4723 | 4184 | 539 | 4723 | 4184 | 539 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51026 | 342674 | -168406 | -364092 | -581733 | -109882 |
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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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