Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557070.9546 | 587297.5437 | -30226.5891 | 58929.1215 | 225890.1039 | -166960.9823 |
Total P&L (%) | 557.071 | 587.2975 | -30.2266 | 58.9291 | 225.8901 | -166.961 |
Avg Daily Profit (%) | 0.3038 | 0.3203 | -0.0165 | 0.0253 | 0.0644 | 0 |
Buy And Hold Return (%) | 219.4886 | 219.4886 | 219.4886 | 219.4886 | 219.4886 | 219.4886 |
Max Trade Drawdown | -195790 | -166274 | -66164 | -403467 | -244447 | -180529 |
Profit Factor | 2.1268 | 3.5052 | 0.8837 | 1.0968 | 1.7837 | 0.479 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 41.3333 | 39.4737 | 43.2432 | 41.3333 | 39.4737 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.0187 | 5.3747 | 1.1599 | 1.5568 | 2.735 | 0.6287 |
Largest Winning Trade | 576758 | 576758 | 41370 | 369949 | 369949 | 31154 |
Largest Losing Trade | -40254 | -40254 | -39928 | -75336 | -75336 | -63408 |
Avg Bars in Trades | 141 | 136 | 145 | 141 | 136 | 145 |
Avg Bars in Winners | 243 | 233 | 253 | 243 | 233 | 253 |
Avg Bars in Losers | 68 | 74 | 63 | 68 | 74 | 63 |
Bars Traded | 10594 | 5200 | 5394 | 10594 | 5200 | 5394 |
Profit Streak | 324.8559 | 455.5226 | 324.8559 | 324.8559 | 455.5226 | 324.8559 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53772 | 347705 | -580388 | -501039 | -262903 | -582055 |
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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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