Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616830.9738 | 672590.5606 | -55759.5868 | 738.4911 | 101142.0083 | -100403.5172 |
Total P&L (%) | 616.831 | 672.5906 | -55.7596 | 0.7385 | 101.142 | -100.4035 |
Avg Daily Profit (%) | 0.3352 | 0.3655 | -0.0303 | 0.0004 | 0.038 | 0 |
Buy And Hold Return (%) | 129.9739 | 129.9739 | 129.9739 | 129.9739 | 129.9739 | 129.9739 |
Max Trade Drawdown | -195906 | -91725 | -129631 | -1041996 | -635568 | -606397 |
Profit Factor | 2.1299 | 3.4763 | 0.7967 | 1.0003 | 1.0749 | 0.9029 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 34.1176 | 34.8837 | 33.3333 | 34.1176 | 34.8837 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.1129 | 6.4891 | 1.5935 | 1.9316 | 2.0065 | 1.8059 |
Largest Winning Trade | 718795 | 718795 | 52903 | 635708 | 635708 | 290945 |
Largest Losing Trade | -34073 | -32368 | -34073 | -345244 | -345244 | -214529 |
Avg Bars in Trades | 40 | 27 | 54 | 40 | 27 | 54 |
Avg Bars in Winners | 78 | 45 | 113 | 78 | 45 | 113 |
Avg Bars in Losers | 21 | 17 | 24 | 21 | 17 | 24 |
Bars Traded | 3456 | 1179 | 2277 | 3456 | 1179 | 2277 |
Profit Streak | 20.0628 | 91.0628 | 0 | 20.0628 | 91.0628 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 226481 | 370610 | -584438 | -582519 | -449541 | -584438 |
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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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