Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683500.4326 | 696957.1062 | -13456.6735 | 186747.5487 | 247338.8469 | -60591.2983 |
Total P&L (%) | 683.5004 | 696.9571 | -13.4567 | 186.7475 | 247.3388 | -60.5913 |
Avg Daily Profit (%) | 0.3693 | 0.3765 | -0.0073 | 0.0569 | 0.0673 | -0.0503 |
Buy And Hold Return (%) | 89.0663 | 89.0663 | 89.0663 | 89.0663 | 89.0663 | 89.0663 |
Max Trade Drawdown | -102470 | -72709 | -75424 | -228780 | -125407 | -171796 |
Profit Factor | 2.4161 | 4.5431 | 0.9529 | 1.2184 | 1.7622 | 0.8858 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 36.7647 | 41.1765 | 32.3529 | 36.7647 | 41.1765 | 32.3529 |
Ratio Avg Win / Avg Loss | 4.1557 | 6.4902 | 1.9925 | 2.0956 | 2.5174 | 1.8522 |
Largest Winning Trade | 654925 | 654925 | 51151 | 190936 | 190936 | 109027 |
Largest Losing Trade | -32108 | -30170 | -32108 | -95019 | -58128 | -95019 |
Avg Bars in Trades | 78 | 76 | 80 | 78 | 76 | 80 |
Avg Bars in Winners | 155 | 131 | 186 | 155 | 131 | 186 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 5329 | 2596 | 2733 | 5329 | 2596 | 2733 |
Profit Streak | 94.9871 | 127.9871 | 0 | 94.9871 | 127.9871 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104277 | 522613 | -584880 | -240815 | -105542 | -584880 |
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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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