Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533799.5189 | 522534.6489 | 11264.8701 | 252436.0912 | 470752.15 | -218316.0588 |
Total P&L (%) | 533.7995 | 522.5346 | 11.2649 | 252.4361 | 470.7522 | -218.3161 |
Avg Daily Profit (%) | 0.2839 | 0.2779 | 0.006 | 0.067 | 0.0927 | 0 |
Buy And Hold Return (%) | 204.5574 | 204.5574 | 204.5574 | 204.5574 | 204.5574 | 204.5574 |
Max Trade Drawdown | -105483 | -54536 | -89591 | -552634 | -259580 | -447565 |
Profit Factor | 2.1954 | 3.307 | 1.0512 | 1.1811 | 1.6986 | 0.6968 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 51.8519 | 48.7805 | 55 | 51.8519 | 48.7805 | 55 |
Ratio Avg Win / Avg Loss | 2.0385 | 3.4724 | 0.8601 | 1.0967 | 1.7835 | 0.5701 |
Largest Winning Trade | 419883 | 419883 | 45695 | 486285 | 486285 | 92284 |
Largest Losing Trade | -42015 | -38257 | -42015 | -272409 | -112040 | -272409 |
Avg Bars in Trades | 43 | 42 | 45 | 43 | 42 | 45 |
Avg Bars in Winners | 62 | 67 | 58 | 62 | 67 | 58 |
Avg Bars in Losers | 23 | 17 | 29 | 23 | 17 | 29 |
Bars Traded | 3536 | 1722 | 1814 | 3536 | 1722 | 1814 |
Profit Streak | 153.3424 | 184.8424 | 153.3424 | 153.3424 | 184.8424 | 153.3424 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5211 | 447778 | -515228 | -232411 | -69960 | -579526 |
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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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