Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279546.429 | 528296.7021 | -248750.2731 | -99967.0014 | 111191.9493 | -211158.9507 |
Total P&L (%) | 279.5464 | 528.2967 | -248.7503 | -99.967 | 111.1919 | -211.159 |
Avg Daily Profit (%) | 0.1558 | 0.2944 | -0.1386 | -0.4458 | 0.0417 | 0 |
Buy And Hold Return (%) | 232.729 | 232.729 | 232.729 | 232.729 | 232.729 | 232.729 |
Max Trade Drawdown | -179641 | -108963 | -298660 | -249144 | -116372 | -184252 |
Profit Factor | 1.3008 | 2.8147 | 0.6103 | 0.7337 | 1.8186 | 0.1186 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 40 | 19 | 21 | 40 | 21 | 19 |
Losing Trades | 39 | 20 | 19 | 39 | 18 | 21 |
Profitability (%) | 50.6329 | 48.7179 | 52.5 | 50.6329 | 53.8462 | 47.5 |
Ratio Avg Win / Avg Loss | 1.2683 | 2.9628 | 0.5522 | 0.7154 | 1.5588 | 0.1311 |
Largest Winning Trade | 314374 | 314374 | 69626 | 147289 | 147289 | 26116 |
Largest Losing Trade | -112837 | -55701 | -112837 | -116372 | -116372 | -68067 |
Avg Bars in Trades | 86 | 71 | 101 | 86 | 71 | 101 |
Avg Bars in Winners | 97 | 83 | 109 | 80 | 66 | 95 |
Avg Bars in Losers | 76 | 60 | 92 | 93 | 77 | 107 |
Bars Traded | 6863 | 2799 | 4064 | 6863 | 2799 | 4064 |
Profit Streak | 13.9191 | 0 | 69.9191 | 13.9191 | 0 | 69.9191 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126458 | 311418 | -579047 | -611376 | -299048 | -580343 |
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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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