Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360242.1045 | 436589.0591 | -76346.9546 | -62997.4141 | 115728.5949 | -178726.0089 |
Total P&L (%) | 360.2421 | 436.5891 | -76.347 | -62.9974 | 115.7286 | -178.726 |
Avg Daily Profit (%) | 0.1986 | 0.2407 | -0.0421 | -0.0548 | 0.0424 | 0 |
Buy And Hold Return (%) | 112.5739 | 112.5739 | 112.5739 | 112.5739 | 112.5739 | 112.5739 |
Max Trade Drawdown | -122719 | -82767 | -127921 | -118252 | -94416 | -160909 |
Profit Factor | 1.4791 | 2.2105 | 0.8049 | 0.8984 | 1.4484 | 0.5065 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 45.5696 | 45 | 46.1538 | 45.5696 | 45 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.7667 | 2.7017 | 0.939 | 1.0731 | 1.7703 | 0.5909 |
Largest Winning Trade | 295720 | 295720 | 62496 | 78845 | 78845 | 34795 |
Largest Losing Trade | -75144 | -39774 | -75144 | -85788 | -33127 | -85788 |
Avg Bars in Trades | 66 | 70 | 62 | 66 | 70 | 62 |
Avg Bars in Winners | 93 | 99 | 87 | 93 | 99 | 87 |
Avg Bars in Losers | 43 | 46 | 40 | 43 | 46 | 40 |
Bars Traded | 5225 | 2802 | 2423 | 5225 | 2802 | 2423 |
Profit Streak | 47.4857 | 47.4857 | 48.4857 | 47.4858 | 47.4858 | 48.4858 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24547 | 321034 | -581263 | -610623 | -292156 | -581263 |
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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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