Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579216.9827 | 648366.9359 | -69149.9532 | -45179.8063 | 88000.5198 | -133180.3261 |
Total P&L (%) | 579.217 | 648.3669 | -69.15 | -45.1798 | 88.0005 | -133.1803 |
Avg Daily Profit (%) | 0.3142 | 0.3517 | -0.0375 | -0.0326 | 0.0343 | 0 |
Buy And Hold Return (%) | 116.9892 | 116.9892 | 116.9892 | 116.9892 | 116.9892 | 116.9892 |
Max Trade Drawdown | -199499 | -122284 | -154852 | -645927 | -387852 | -374431 |
Profit Factor | 1.975 | 2.9604 | 0.7374 | 0.9681 | 1.1211 | 0.8066 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 33.3333 | 36.1111 | 30.5556 | 33.3333 | 36.1111 | 30.5556 |
Ratio Avg Win / Avg Loss | 3.9501 | 5.2377 | 1.6759 | 1.9362 | 1.9835 | 1.8332 |
Largest Winning Trade | 673452 | 673452 | 57734 | 460292 | 460292 | 228346 |
Largest Losing Trade | -54179 | -38617 | -54179 | -133351 | -133351 | -126564 |
Avg Bars in Trades | 73 | 70 | 75 | 73 | 70 | 75 |
Avg Bars in Winners | 118 | 105 | 135 | 118 | 105 | 135 |
Avg Bars in Losers | 50 | 50 | 49 | 50 | 50 | 49 |
Bars Traded | 5271 | 2541 | 2730 | 5271 | 2541 | 2730 |
Profit Streak | 0 | 0 | 27.1593 | 0 | 0 | 27.1593 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78869 | 310071 | -585023 | -668259 | -404493 | -585023 |
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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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