Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367500.7752 | 391784.2522 | -24283.477 | -17517.7399 | 263453.4422 | -280971.1821 |
Total P&L (%) | 367.5008 | 391.7843 | -24.2835 | -17.5177 | 263.4534 | -280.9712 |
Avg Daily Profit (%) | 0.1914 | 0.204 | -0.0126 | -0.01 | 0.0672 | 0 |
Buy And Hold Return (%) | 48.9735 | 48.9735 | 48.9735 | 48.9735 | 48.9735 | 48.9735 |
Max Trade Drawdown | -239786 | -194116 | -134441 | -367363 | -111146 | -271146 |
Profit Factor | 1.5237 | 2.129 | 0.9315 | 0.9744 | 2.051 | 0.3531 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 47.5 | 42.5 | 52.5 | 47.5 | 42.5 | 52.5 |
Ratio Avg Win / Avg Loss | 1.6841 | 2.8805 | 0.8428 | 1.077 | 2.7749 | 0.3194 |
Largest Winning Trade | 204794 | 204794 | 48319 | 253422 | 253422 | 29822 |
Largest Losing Trade | -41105 | -41105 | -39058 | -102887 | -49254 | -102887 |
Avg Bars in Trades | 68 | 86 | 49 | 68 | 86 | 49 |
Avg Bars in Winners | 82 | 107 | 62 | 82 | 107 | 62 |
Avg Bars in Losers | 55 | 71 | 35 | 55 | 71 | 35 |
Bars Traded | 5455 | 3470 | 1985 | 5455 | 3470 | 1985 |
Profit Streak | 18.1172 | 0 | 23.7839 | 18.1172 | 0 | 23.7839 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14076 | 317382 | -579880 | -603296 | -103244 | -579880 |
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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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