Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612500.8381 | 619066.3276 | -6565.4896 | 160958.1028 | 560113.9582 | -399155.8555 |
Total P&L (%) | 612.5008 | 619.0663 | -6.5655 | 160.9581 | 560.114 | -399.1559 |
Avg Daily Profit (%) | 0.3296 | 0.3331 | -0.0035 | 0.0516 | 0.1016 | 0 |
Buy And Hold Return (%) | 27.0606 | 27.0606 | 27.0606 | 27.0606 | 27.0606 | 27.0606 |
Max Trade Drawdown | -188873 | -70558 | -184493 | -1556463 | -791219 | -892410 |
Profit Factor | 1.9091 | 3.4922 | 0.9846 | 1.0477 | 1.4281 | 0.8067 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 51.3514 | 54.0541 | 48.6486 | 51.3514 | 54.0541 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.8086 | 2.9684 | 1.0393 | 0.9926 | 1.2139 | 0.8515 |
Largest Winning Trade | 316531 | 316531 | 80673 | 507545 | 507545 | 499371 |
Largest Losing Trade | -61336 | -38570 | -61336 | -344350 | -287302 | -344350 |
Avg Bars in Trades | 71 | 77 | 66 | 71 | 77 | 66 |
Avg Bars in Winners | 80 | 86 | 72 | 80 | 86 | 72 |
Avg Bars in Losers | 63 | 66 | 60 | 63 | 66 | 60 |
Bars Traded | 5327 | 2862 | 2465 | 5327 | 2862 | 2465 |
Profit Streak | 49.284 | 49.284 | 75.9506 | 49.284 | 49.284 | 75.9506 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54415 | 610197 | -578666 | -361564 | -54952 | -580333 |
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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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