Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -42578.6985 | 145933.676 | -188512.3746 | 572045.7141 | 445503.9461 | 126541.768 |
Total P&L (%) | -42.5787 | 145.9337 | -188.5124 | 572.0457 | 445.5039 | 126.5418 |
Avg Daily Profit (%) | -0.0341 | 0.117 | -0.1511 | 0.1529 | 0.1361 | 0.0656 |
Buy And Hold Return (%) | 12.0127 | 12.0127 | 12.0127 | 12.0127 | 12.0127 | 12.0127 |
Max Trade Drawdown | -361991 | -52662 | -351534 | -495983 | -375328 | -536708 |
Profit Factor | 0.9494 | 1.5786 | 0.6798 | 1.2301 | 1.4668 | 1.0826 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 61 | 28 | 33 | 59 | 29 | 30 |
Losing Trades | 33 | 19 | 14 | 35 | 18 | 17 |
Profitability (%) | 64.8936 | 59.5745 | 70.2128 | 62.766 | 61.7021 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.5136 | 1.0712 | 0.2884 | 0.7297 | 0.9104 | 0.6135 |
Largest Winning Trade | 46776 | 36219 | 46776 | 447466 | 140913 | 447466 |
Largest Losing Trade | -259754 | -32006 | -259754 | -392446 | -231950 | -392446 |
Avg Bars in Trades | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Winners | 28 | 26 | 29 | 32 | 33 | 32 |
Avg Bars in Losers | 59 | 54 | 66 | 49 | 45 | 54 |
Bars Traded | 3665 | 1775 | 1889 | 3665 | 1775 | 1889 |
Profit Streak | 26.2676 | 26.2676 | 47.2676 | 26.2676 | 26.2676 | 47.2676 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577301 | -33159 | -577517 | 307727 | -9755 | -234259 |
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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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