Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561366.7244 | 684285.5465 | -122918.8221 | -90114.2182 | -5671.3414 | -84442.8768 |
Total P&L (%) | 561.3667 | 684.2855 | -122.9188 | -90.1142 | -5.6713 | -84.4429 |
Avg Daily Profit (%) | 0.3022 | 0.3684 | -0.0662 | -0.1245 | -0.0031 | -0.1001 |
Buy And Hold Return (%) | 163.8644 | 163.8644 | 163.8644 | 163.8644 | 163.8644 | 163.8644 |
Max Trade Drawdown | -285471 | -95964 | -235746 | -501936 | -236487 | -266775 |
Profit Factor | 1.7205 | 3.3399 | 0.7474 | 0.8957 | 0.9818 | 0.8473 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 48.1013 | 50 | 46.1538 | 48.1013 | 50 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.8563 | 3.3399 | 0.872 | 0.9664 | 0.9818 | 0.9885 |
Largest Winning Trade | 540446 | 540446 | 76566 | 169530 | 90273 | 169530 |
Largest Losing Trade | -87520 | -40128 | -87520 | -165530 | -165530 | -103965 |
Avg Bars in Trades | 91 | 80 | 101 | 91 | 80 | 101 |
Avg Bars in Winners | 117 | 88 | 150 | 117 | 88 | 150 |
Avg Bars in Losers | 66 | 72 | 60 | 66 | 72 | 60 |
Bars Traded | 7198 | 3233 | 3965 | 7198 | 3233 | 3965 |
Profit Streak | 10.2924 | 10.2924 | 17.5424 | 10.2924 | 10.2924 | 17.5424 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21476 | 521344 | -581685 | -611693 | -580093 | -581685 |
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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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