Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638206.048 | 650867.188 | -12661.14 | 114915.2678 | 624507.6236 | -509592.3558 |
Total P&L (%) | 638.206 | 650.8672 | -12.6611 | 114.9153 | 624.5076 | -509.5924 |
Avg Daily Profit (%) | 0.2544 | 0.2595 | -0.005 | 0.0305 | 0.079 | 0 |
Buy And Hold Return (%) | 278.1532 | 278.1532 | 278.1532 | 278.1532 | 278.1532 | 278.1532 |
Max Trade Drawdown | -129601 | -65198 | -88074 | -1502952 | -599298 | -1091861 |
Profit Factor | 2.1431 | 3.737 | 0.9605 | 1.039 | 1.602 | 0.7333 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 44.3038 | 42.5 | 46.1538 | 44.3038 | 42.5 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.6942 | 5.0559 | 1.1206 | 1.3061 | 2.1674 | 0.8555 |
Largest Winning Trade | 524479 | 524479 | 39378 | 899423 | 899423 | 396309 |
Largest Losing Trade | -76119 | -23327 | -76119 | -947575 | -284617 | -947575 |
Avg Bars in Trades | 93 | 82 | 104 | 93 | 82 | 104 |
Avg Bars in Winners | 144 | 119 | 168 | 144 | 119 | 168 |
Avg Bars in Losers | 52 | 56 | 48 | 52 | 56 | 48 |
Bars Traded | 7379 | 3317 | 4062 | 7379 | 3317 | 4062 |
Profit Streak | 92.3998 | 131.7332 | 92.3998 | 92.3998 | 131.7332 | 92.3998 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24479 | 319086 | -580027 | -527690 | -91232 | -581694 |
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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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