Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746122.396 | 732603.1821 | 13519.2139 | 496076.7804 | 871705.6608 | -375628.8803 |
Total P&L (%) | 746.1224 | 732.6032 | 13.5192 | 496.0768 | 871.7057 | -375.6289 |
Avg Daily Profit (%) | 0.4115 | 0.4041 | 0.0075 | 0.0985 | 0.1255 | 0 |
Buy And Hold Return (%) | 202.8434 | 202.8434 | 202.8434 | 202.8434 | 202.8434 | 202.8434 |
Max Trade Drawdown | -124469 | -87979 | -64859 | -1378992 | -937520 | -943590 |
Profit Factor | 2.3625 | 3.5467 | 1.052 | 1.133 | 1.4381 | 0.784 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 42.6667 | 43.2432 | 42.1053 | 42.6667 | 43.2432 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.1747 | 4.6551 | 1.4465 | 1.5225 | 1.8875 | 1.078 |
Largest Winning Trade | 413791 | 413791 | 70861 | 932351 | 932351 | 564925 |
Largest Losing Trade | -41587 | -41587 | -33553 | -473398 | -473398 | -461550 |
Avg Bars in Trades | 141 | 132 | 149 | 141 | 132 | 149 |
Avg Bars in Winners | 229 | 226 | 232 | 229 | 226 | 232 |
Avg Bars in Losers | 75 | 60 | 90 | 75 | 60 | 90 |
Bars Traded | 10595 | 4901 | 5694 | 10595 | 4901 | 5694 |
Profit Streak | 0 | 42.1279 | 0 | 0 | 42.1279 | 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 | -52291 | 427412 | -515013 | -202580 | -27046 | -582168 |
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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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