Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397460.7778 | 631714.0676 | -234253.2898 | -83634.2154 | 202497.964 | -286132.1794 |
Total P&L (%) | 397.4608 | 631.7141 | -234.2533 | -83.6342 | 202.498 | -286.1322 |
Avg Daily Profit (%) | 0.1798 | 0.2857 | -0.1059 | -0.0818 | 0.0501 | 0 |
Buy And Hold Return (%) | 203.01 | 203.01 | 203.01 | 203.01 | 203.01 | 203.01 |
Max Trade Drawdown | -176268 | -77105 | -233055 | -242672 | -78986 | -281461 |
Profit Factor | 1.6224 | 6.1293 | 0.5455 | 0.8674 | 2.6923 | 0.4399 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 20 | 14 | 6 | 20 | 14 | 6 |
Losing Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Profitability (%) | 25.3165 | 35 | 15.3846 | 25.3165 | 35 | 15.3846 |
Ratio Avg Win / Avg Loss | 4.7861 | 11.383 | 3.0003 | 2.5587 | 5 | 2.4197 |
Largest Winning Trade | 622084 | 622084 | 71683 | 222141 | 222141 | 69771 |
Largest Losing Trade | -47865 | -15980 | -47865 | -106396 | -18519 | -106396 |
Avg Bars in Trades | 44 | 4 | 85 | 44 | 4 | 85 |
Avg Bars in Winners | 121 | 9 | 383 | 121 | 9 | 383 |
Avg Bars in Losers | 18 | 2 | 31 | 18 | 2 | 31 |
Bars Traded | 3526 | 195 | 3331 | 3526 | 195 | 3331 |
Profit Streak | 296.982 | 297.982 | 0 | 296.982 | 297.982 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55759 | 336509 | -650173 | -637109 | -291619 | -650173 |
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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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