Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589384.1612 | 619643.2084 | -30259.0471 | 231118.6527 | 1459841.783 | -1228723.1302 |
Total P&L (%) | 589.3842 | 619.6432 | -30.259 | 231.1187 | 1459.8418 | -1228.7231 |
Avg Daily Profit (%) | 0.2705 | 0.2843 | -0.0139 | 0.055 | 0.1261 | 0 |
Buy And Hold Return (%) | 277.3087 | 277.3087 | 277.3087 | 277.3087 | 277.3087 | 277.3087 |
Max Trade Drawdown | -144569 | -59116 | -170286 | -1146915 | -252720 | -1386724 |
Profit Factor | 1.9601 | 4.9693 | 0.9339 | 1.0783 | 3.5549 | 0.4834 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 48.6486 | 54.0541 | 43.2432 | 48.6486 | 54.0541 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.069 | 4.2239 | 1.2257 | 1.1383 | 3.0217 | 0.6345 |
Largest Winning Trade | 256224 | 256224 | 68388 | 485047 | 485047 | 149335 |
Largest Losing Trade | -61750 | -22042 | -61750 | -670898 | -106642 | -670898 |
Avg Bars in Trades | 173 | 171 | 175 | 173 | 171 | 175 |
Avg Bars in Winners | 239 | 191 | 299 | 239 | 191 | 299 |
Avg Bars in Losers | 110 | 147 | 80 | 110 | 147 | 80 |
Bars Traded | 12830 | 6341 | 6489 | 12830 | 6341 | 6489 |
Profit Streak | 62.8707 | 62.8707 | 167.3707 | 62.8707 | 62.8707 | 167.3707 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62019 | 442652 | -580766 | -487979 | -17529 | -582433 |
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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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