Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641246.9493 | 688924.7708 | -47677.8215 | 53470.7284 | 256648.5117 | -203177.7832 |
Total P&L (%) | 641.2469 | 688.9248 | -47.6778 | 53.4707 | 256.6485 | -203.1778 |
Avg Daily Profit (%) | 0.2552 | 0.2741 | -0.019 | 0.017 | 0.0506 | 0 |
Buy And Hold Return (%) | 294.7174 | 294.7174 | 294.7174 | 294.7174 | 294.7174 | 294.7174 |
Max Trade Drawdown | -197970 | -133895 | -124138 | -360880 | -134862 | -296925 |
Profit Factor | 2.1448 | 3.236 | 0.8108 | 1.077 | 1.8096 | 0.462 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 51.3514 | 45.9459 | 56.7568 | 51.3514 | 45.9459 | 56.7568 |
Ratio Avg Win / Avg Loss | 2.0319 | 3.8071 | 0.6178 | 1.0203 | 2.1289 | 0.352 |
Largest Winning Trade | 398287 | 398287 | 40301 | 306028 | 306028 | 33045 |
Largest Losing Trade | -58404 | -43423 | -58404 | -223610 | -63681 | -223610 |
Avg Bars in Trades | 98 | 142 | 53 | 98 | 142 | 53 |
Avg Bars in Winners | 110 | 167 | 63 | 110 | 167 | 63 |
Avg Bars in Losers | 85 | 121 | 39 | 85 | 121 | 39 |
Bars Traded | 7257 | 5281 | 1976 | 7257 | 5281 | 1976 |
Profit Streak | 0 | 0 | 186.7347 | 0 | 0 | 186.7347 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61730 | 311310 | -578923 | -540311 | -289238 | -578923 |
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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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