Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410923.0647 | 485995.7696 | -75072.7049 | -48984.0208 | 285261.4383 | -334245.4591 |
Total P&L (%) | 410.9231 | 485.9958 | -75.0727 | -48.984 | 285.2614 | -334.2455 |
Avg Daily Profit (%) | 0.2267 | 0.2681 | -0.0414 | -0.0371 | 0.0744 | 0 |
Buy And Hold Return (%) | 95.1373 | 95.1373 | 95.1373 | 95.1373 | 95.1373 | 95.1373 |
Max Trade Drawdown | -163121 | -69122 | -161527 | -405219 | -201344 | -406847 |
Profit Factor | 1.6297 | 2.7781 | 0.8021 | 0.9497 | 1.6757 | 0.3943 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 50 | 47.3684 | 52.6316 | 50 | 47.3684 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.6297 | 3.0868 | 0.7219 | 0.9497 | 1.8619 | 0.3549 |
Largest Winning Trade | 261350 | 261350 | 77675 | 279116 | 279116 | 46949 |
Largest Losing Trade | -64317 | -50604 | -64317 | -188624 | -114441 | -188624 |
Avg Bars in Trades | 44 | 35 | 53 | 44 | 35 | 53 |
Avg Bars in Winners | 53 | 36 | 67 | 53 | 36 | 67 |
Avg Bars in Losers | 35 | 33 | 37 | 35 | 33 | 37 |
Bars Traded | 3363 | 1331 | 2032 | 3363 | 1331 | 2032 |
Profit Streak | 20.1462 | 84.6462 | 20.1462 | 20.1462 | 84.6462 | 20.1462 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43311 | 453539 | -579868 | -633085 | -93134 | -579868 |
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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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