Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391962.1915 | 425075.0993 | -33112.9078 | 63843.2613 | 726123.7856 | -662280.5243 |
Total P&L (%) | 391.9622 | 425.0751 | -33.1129 | 63.8433 | 726.1238 | -662.2805 |
Avg Daily Profit (%) | 0.2114 | 0.2292 | -0.0179 | 0.0266 | 0.1139 | 0 |
Buy And Hold Return (%) | 15.1117 | 15.1117 | 15.1117 | 15.1117 | 15.1117 | 15.1117 |
Max Trade Drawdown | -126798 | -82173 | -148241 | -609039 | -212264 | -770003 |
Profit Factor | 1.6202 | 2.9068 | 0.9191 | 1.0338 | 2.4172 | 0.518 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 37.6471 | 37.2093 | 38.0952 | 37.6471 | 37.2093 | 38.0952 |
Ratio Avg Win / Avg Loss | 2.6834 | 4.9052 | 1.4935 | 1.7123 | 4.0791 | 0.8417 |
Largest Winning Trade | 195119 | 195119 | 65921 | 409449 | 409449 | 193181 |
Largest Losing Trade | -60595 | -21839 | -60595 | -242013 | -61387 | -242013 |
Avg Bars in Trades | 122 | 61 | 184 | 122 | 61 | 184 |
Avg Bars in Winners | 226 | 94 | 357 | 226 | 94 | 357 |
Avg Bars in Losers | 59 | 42 | 77 | 59 | 42 | 77 |
Bars Traded | 10401 | 2665 | 7736 | 10401 | 2665 | 7736 |
Profit Streak | 134.0406 | 134.0406 | 142.0406 | 134.0406 | 134.0406 | 142.0406 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 258070 | 326393 | -583126 | -345128 | -40235 | -584792 |
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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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