Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628566.0493 | 631037.601 | -2471.5518 | 238293.03 | 358764.7887 | -120471.7587 |
Total P&L (%) | 628.566 | 631.0376 | -2.4716 | 238.293 | 358.7648 | -120.4718 |
Avg Daily Profit (%) | 0.3427 | 0.3441 | -0.0013 | 0.0665 | 0.0831 | 0 |
Buy And Hold Return (%) | 166.2374 | 166.2374 | 166.2374 | 166.2374 | 166.2374 | 166.2374 |
Max Trade Drawdown | -115689 | -88429 | -116299 | -187197 | -61427 | -169664 |
Profit Factor | 2.1034 | 3.7218 | 0.9927 | 1.3643 | 2.5396 | 0.7139 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 56.5789 | 52.6316 | 60.5263 | 56.5789 | 52.6316 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.6142 | 3.3496 | 0.6474 | 1.047 | 2.2856 | 0.4656 |
Largest Winning Trade | 491820 | 491820 | 59149 | 125426 | 125426 | 106092 |
Largest Losing Trade | -53335 | -33683 | -53335 | -168377 | -55287 | -168377 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 52 | 52 | 53 | 52 | 52 | 53 |
Avg Bars in Losers | 38 | 36 | 41 | 38 | 36 | 41 |
Bars Traded | 3560 | 1699 | 1861 | 3560 | 1699 | 1861 |
Profit Streak | 0 | 0 | 68.794 | 0 | 0 | 68.794 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41806 | 506786 | -578842 | -187269 | -82649 | -578842 |
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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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