Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753741.4649 | 706304.1935 | 47437.2714 | 492576.938 | 1642862.6263 | -1150285.6884 |
Total P&L (%) | 753.7415 | 706.3042 | 47.4373 | 492.5769 | 1642.8626 | -1150.2857 |
Avg Daily Profit (%) | 0.407 | 0.3814 | 0.0256 | 0.0961 | 0.1544 | 0 |
Buy And Hold Return (%) | 31.8972 | 31.8972 | 31.8972 | 31.8972 | 31.8972 | 31.8972 |
Max Trade Drawdown | -149625 | -72697 | -152924 | -2910519 | -1368325 | -2943398 |
Profit Factor | 2.4312 | 3.7321 | 1.1769 | 1.0614 | 1.4548 | 0.7391 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 50 | 44.7368 | 55.2632 | 50 | 44.7368 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.4312 | 4.6103 | 0.9528 | 1.0614 | 1.797 | 0.5983 |
Largest Winning Trade | 464463 | 464463 | 69577 | 1785586 | 1785586 | 689175 |
Largest Losing Trade | -60667 | -36338 | -60667 | -973032 | -852767 | -973032 |
Avg Bars in Trades | 44 | 36 | 52 | 44 | 36 | 52 |
Avg Bars in Winners | 64 | 50 | 76 | 64 | 50 | 76 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 3372 | 1377 | 1995 | 3372 | 1377 | 1995 |
Profit Streak | 0 | 0 | 73.0334 | 0 | 0 | 73.0334 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39338 | 519097 | -199182 | -271396 | 279190 | -579524 |
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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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