Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100576.1756 | 284777.4676 | -184201.292 | -239668.5888 | 1118214.3909 | -1357882.9796 |
Total P&L (%) | 100.5762 | 284.7775 | -184.2013 | -239.6686 | 1118.2144 | -1357.883 |
Avg Daily Profit (%) | 0.0544 | 0.1541 | -0.0997 | 0 | 0.1354 | 0 |
Buy And Hold Return (%) | 52 | 52 | 52 | 52 | 52 | 52 |
Max Trade Drawdown | -258211 | -170392 | -283072 | -3242339 | -1947465 | -1501588 |
Profit Factor | 1.122 | 1.6791 | 0.5451 | 0.9472 | 1.4297 | 0.2984 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 40 | 21 | 19 | 38 | 19 | 19 |
Losing Trades | 41 | 19 | 22 | 43 | 21 | 22 |
Profitability (%) | 49.3827 | 52.5 | 46.3415 | 46.9136 | 47.5 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.1501 | 1.5192 | 0.6311 | 1.0718 | 1.5802 | 0.3455 |
Largest Winning Trade | 70288 | 70288 | 22940 | 1418194 | 1418194 | 128233 |
Largest Losing Trade | -218309 | -69903 | -218309 | -894821 | -894821 | -543505 |
Avg Bars in Trades | 127 | 228 | 29 | 127 | 228 | 29 |
Avg Bars in Winners | 81 | 121 | 36 | 193 | 365 | 21 |
Avg Bars in Losers | 173 | 345 | 23 | 69 | 103 | 36 |
Bars Traded | 10335 | 9125 | 1210 | 10335 | 9125 | 1210 |
Profit Streak | 0 | 0 | 0 | 136.7031 | 136.7031 | 144.2031 |
Trades During Streak | 0 | 0 | 0 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -230372 | 350877 | -581887 | -595109 | -9466 | -580504 |
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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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