Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751038.9543 | 842828.7015 | -91789.7472 | -97714.567 | 5278.9268 | -102993.4938 |
Total P&L (%) | 751.039 | 842.8287 | -91.7897 | -97.7146 | 5.2789 | -102.9935 |
Avg Daily Profit (%) | 0.4065 | 0.4561 | -0.0497 | -0.2043 | 0.0028 | 0 |
Buy And Hold Return (%) | 68.6747 | 68.6747 | 68.6747 | 68.6747 | 68.6747 | 68.6747 |
Max Trade Drawdown | -154870 | -168107 | -62883 | -33902 | -29412 | -15095 |
Profit Factor | 2.0815 | 3.5515 | 0.7479 | 0.4535 | 1.1085 | 0.2088 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 46.4286 | 45.2381 | 47.619 | 46.4286 | 45.2381 | 47.619 |
Ratio Avg Win / Avg Loss | 2.4017 | 4.2992 | 0.8227 | 0.5233 | 1.3419 | 0.2296 |
Largest Winning Trade | 888119 | 888119 | 47903 | 19882 | 19882 | 9056 |
Largest Losing Trade | -97761 | -47388 | -97761 | -97761 | -14029 | -97761 |
Avg Bars in Trades | 84 | 75 | 93 | 84 | 75 | 93 |
Avg Bars in Winners | 108 | 90 | 124 | 108 | 90 | 124 |
Avg Bars in Losers | 64 | 63 | 65 | 64 | 63 | 65 |
Bars Traded | 7130 | 3189 | 3941 | 7130 | 3189 | 3941 |
Profit Streak | 26.1815 | 26.1815 | 39.4315 | 26.1815 | 26.1815 | 39.4315 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490098 | 564946 | -581113 | -580924 | -457289 | -581113 |
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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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