Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539541.3878 | 682152.3615 | -142610.9737 | -62012.9969 | 387117.2482 | -449130.2452 |
Total P&L (%) | 539.5414 | 682.1524 | -142.611 | -62.013 | 387.1172 | -449.1302 |
Avg Daily Profit (%) | 0.2434 | 0.3077 | -0.0643 | -0.0437 | 0.0714 | 0 |
Buy And Hold Return (%) | 258.8565 | 258.8565 | 258.8565 | 258.8565 | 258.8565 | 258.8565 |
Max Trade Drawdown | -214145 | -97761 | -267501 | -460191 | -152347 | -557100 |
Profit Factor | 1.7076 | 5.3683 | 0.7648 | 0.9531 | 2.6183 | 0.5854 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Losing Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Profitability (%) | 29.6703 | 36.9565 | 22.2222 | 29.6703 | 36.9565 | 22.2222 |
Ratio Avg Win / Avg Loss | 4.0476 | 9.1577 | 2.6768 | 2.2592 | 4.4665 | 2.0488 |
Largest Winning Trade | 622084 | 622084 | 65672 | 363742 | 363742 | 137097 |
Largest Losing Trade | -51538 | -16665 | -51538 | -169336 | -43532 | -169336 |
Avg Bars in Trades | 45 | 6 | 86 | 45 | 6 | 86 |
Avg Bars in Winners | 112 | 12 | 284 | 112 | 12 | 284 |
Avg Bars in Losers | 17 | 3 | 29 | 17 | 3 | 29 |
Bars Traded | 4178 | 301 | 3877 | 4178 | 301 | 3877 |
Profit Streak | 72.7637 | 74.2637 | 0 | 72.7637 | 74.2637 | 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 | -3112 | 339288 | -620269 | -586430 | -108344 | -620269 |
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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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