Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345734.2572 | 352912.9568 | -7178.6996 | -93547.2195 | 1418.2588 | -94965.4783 |
Total P&L (%) | 345.7343 | 352.913 | -7.1787 | -93.5472 | 1.4183 | -94.9655 |
Avg Daily Profit (%) | 0.1837 | 0.1875 | -0.0038 | -0.1455 | 0.0007 | -0.1587 |
Buy And Hold Return (%) | 49.1411 | 49.1411 | 49.1411 | 49.1411 | 49.1411 | 49.1411 |
Max Trade Drawdown | -204374 | -62142 | -232354 | -97555 | -517 | -95044 |
Profit Factor | 1.6323 | 2.7307 | 0.9791 | 0.1156 | 1.1836 | 0.0314 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 52.0548 | 47.2222 | 56.7568 | 52.0548 | 47.2222 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.5034 | 3.052 | 0.746 | 0.1064 | 1.3229 | 0.0239 |
Largest Winning Trade | 239015 | 239015 | 55868 | 3389 | 3389 | 1072 |
Largest Losing Trade | -94497 | -40632 | -94497 | -84055 | -6075 | -84055 |
Avg Bars in Trades | 96 | 85 | 106 | 96 | 85 | 106 |
Avg Bars in Winners | 133 | 126 | 138 | 133 | 126 | 138 |
Avg Bars in Losers | 56 | 49 | 63 | 56 | 49 | 63 |
Bars Traded | 7019 | 3094 | 3925 | 7019 | 3094 | 3925 |
Profit Streak | 86.6291 | 274.8791 | 86.6291 | 86.6291 | 274.8791 | 86.6291 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64478 | 454024 | -579338 | -655550 | -375961 | -579060 |
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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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