Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546886.0588 | 532947.9953 | 13938.0635 | 99541.3237 | -217623.1837 | 317164.5074 |
Total P&L (%) | 546.8861 | 532.948 | 13.9381 | 99.5413 | -217.6232 | 317.1645 |
Avg Daily Profit (%) | 0.2847 | 0.2774 | 0.0073 | 0.036 | 0 | 0.0744 |
Buy And Hold Return (%) | 30.3066 | 30.3066 | 30.3066 | 30.3066 | 30.3066 | 30.3066 |
Max Trade Drawdown | -228092 | -133404 | -129629 | -2165911 | -1673007 | -1064269 |
Profit Factor | 1.8838 | 3.0816 | 1.0384 | 1.0205 | 0.9036 | 1.1223 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 47.8873 | 48.5714 | 47.2222 | 47.8873 | 48.5714 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.05 | 3.2629 | 1.1606 | 1.1106 | 0.9567 | 1.2543 |
Largest Winning Trade | 278529 | 278529 | 60691 | 774930 | 622311 | 774930 |
Largest Losing Trade | -54907 | -26414 | -54907 | -554268 | -554268 | -504698 |
Avg Bars in Trades | 104 | 98 | 111 | 104 | 98 | 111 |
Avg Bars in Winners | 134 | 117 | 151 | 134 | 117 | 151 |
Avg Bars in Losers | 77 | 80 | 75 | 77 | 80 | 75 |
Bars Traded | 7443 | 3439 | 4004 | 7443 | 3439 | 4004 |
Profit Streak | 0 | 37.3359 | 0 | 0 | 37.3359 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79761 | 524393 | -528253 | -437755 | -580798 | -180712 |
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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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