Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405329.2486 | 453065.2048 | -47735.9561 | -46663.4252 | 628094.7217 | -674758.1469 |
Total P&L (%) | 405.3292 | 453.0652 | -47.736 | -46.6634 | 628.0947 | -674.7581 |
Avg Daily Profit (%) | 0.2193 | 0.2452 | -0.0258 | -0.034 | 0.1075 | 0 |
Buy And Hold Return (%) | 76.0424 | 76.0424 | 76.0424 | 76.0424 | 76.0424 | 76.0424 |
Max Trade Drawdown | -275032 | -215299 | -155754 | -748576 | -185765 | -712415 |
Profit Factor | 1.4591 | 1.9895 | 0.8877 | 0.9662 | 2.4215 | 0.2803 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 50.7042 | 46.4789 | 54.9296 | 50.7042 | 46.4789 | 54.9296 |
Ratio Avg Win / Avg Loss | 1.4186 | 2.291 | 0.7283 | 0.9393 | 2.7884 | 0.23 |
Largest Winning Trade | 246667 | 246667 | 44865 | 542086 | 542086 | 79156 |
Largest Losing Trade | -51263 | -37704 | -51263 | -287532 | -92618 | -287532 |
Avg Bars in Trades | 24 | 27 | 22 | 24 | 27 | 22 |
Avg Bars in Winners | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Losers | 21 | 24 | 16 | 21 | 24 | 16 |
Bars Traded | 3522 | 1953 | 1569 | 3522 | 1953 | 1569 |
Profit Streak | 48.5544 | 95.5544 | 48.5544 | 48.5544 | 95.5544 | 48.5544 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361796 | -75516 | -665124 | -578457 | -131072 | -665124 |
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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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