Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963483.8511 | 1083587.9603 | -120104.1092 | -183757.2786 | -499135.4271 | 315378.1486 |
Total P&L (%) | 963.4839 | 1083.588 | -120.1041 | -183.7573 | -499.1354 | 315.3781 |
Avg Daily Profit (%) | 0.5204 | 0.5852 | -0.0649 | 0 | 0 | 0.0769 |
Buy And Hold Return (%) | 150.3767 | 150.3767 | 150.3767 | 150.3767 | 150.3767 | 150.3767 |
Max Trade Drawdown | -205129 | -78044 | -216364 | -2051389 | -1467546 | -824981 |
Profit Factor | 2.1637 | 5.0769 | 0.7864 | 0.9509 | 0.7448 | 1.1766 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 16 | 20 | 35 | 20 | 15 |
Losing Trades | 37 | 21 | 16 | 38 | 17 | 21 |
Profitability (%) | 49.3151 | 43.2432 | 55.5556 | 47.9452 | 54.0541 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.2238 | 6.6635 | 0.6291 | 1.0324 | 0.6331 | 1.6472 |
Largest Winning Trade | 883247 | 883247 | 74271 | 915075 | 715246 | 915075 |
Largest Losing Trade | -141436 | -51632 | -141436 | -588940 | -588940 | -382242 |
Avg Bars in Trades | 48 | 41 | 56 | 48 | 41 | 56 |
Avg Bars in Winners | 58 | 52 | 62 | 40 | 33 | 49 |
Avg Bars in Losers | 39 | 32 | 47 | 56 | 50 | 61 |
Bars Traded | 3545 | 1528 | 2017 | 3545 | 1528 | 2017 |
Profit Streak | 0 | 0 | 138.0428 | 25.5428 | 142.0428 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62047 | 596148 | -579099 | -655645 | -578895 | -124871 |
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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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