Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625553.4993 | 665497.2265 | -39943.7272 | 58364.4838 | 225782.4793 | -167417.9955 |
Total P&L (%) | 625.5535 | 665.4972 | -39.9437 | 58.3645 | 225.7825 | -167.418 |
Avg Daily Profit (%) | 0.3407 | 0.3625 | -0.0218 | 0.025 | 0.0643 | 0 |
Buy And Hold Return (%) | 146.8127 | 146.8127 | 146.8127 | 146.8127 | 146.8127 | 146.8127 |
Max Trade Drawdown | -143149 | -117930 | -79823 | -371558 | -233881 | -183058 |
Profit Factor | 2.0526 | 3.6853 | 0.8847 | 1.0611 | 1.5575 | 0.696 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 32.9114 | 32.5 | 33.3333 | 32.9114 | 32.5 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.1842 | 7.654 | 1.7694 | 2.163 | 3.2348 | 1.392 |
Largest Winning Trade | 627941 | 627941 | 54820 | 364614 | 364614 | 77911 |
Largest Losing Trade | -32842 | -23931 | -32842 | -94516 | -79170 | -94516 |
Avg Bars in Trades | 66 | 64 | 68 | 66 | 64 | 68 |
Avg Bars in Winners | 138 | 133 | 142 | 138 | 133 | 142 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 5251 | 2562 | 2688 | 5251 | 2562 | 2688 |
Profit Streak | 109.1143 | 145.1143 | 109.1143 | 109.1143 | 145.1143 | 109.1143 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25417 | 326980 | -583899 | -514001 | -119634 | -585010 |
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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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