Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719990.4687 | 725980.7478 | -5990.2791 | 216559.6667 | -90.8409 | 216650.5075 |
Total P&L (%) | 719.9905 | 725.9807 | -5.9903 | 216.5597 | -0.0908 | 216.6505 |
Avg Daily Profit (%) | 0.3457 | 0.3485 | -0.0029 | 0.0553 | 0 | 0.0554 |
Buy And Hold Return (%) | 59.8551 | 59.8551 | 59.8551 | 59.8551 | 59.8551 | 59.8551 |
Max Trade Drawdown | -189904 | -172933 | -32888 | -5538705 | -5404704 | -620766 |
Profit Factor | 2.5498 | 2.9601 | 0.9364 | 1.0233 | 1 | 1.159 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 55.2239 | 54.5455 | 55.8824 | 55.2239 | 54.5455 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.0674 | 2.4667 | 0.7393 | 0.8297 | 0.8333 | 0.915 |
Largest Winning Trade | 540706 | 540706 | 15319 | 2659855 | 2659855 | 427837 |
Largest Losing Trade | -64664 | -64664 | -16362 | -3354174 | -3354174 | -620766 |
Avg Bars in Trades | 347 | 684 | 21 | 347 | 684 | 21 |
Avg Bars in Winners | 291 | 574 | 22 | 291 | 574 | 22 |
Avg Bars in Losers | 418 | 815 | 20 | 418 | 815 | 20 |
Bars Traded | 23314 | 22581 | 733 | 23314 | 22581 | 733 |
Profit Streak | 0 | 166.1455 | 0 | 0 | 166.1455 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106178 | 607628 | -579754 | -438482 | -578859 | -167850 |
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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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