Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513319.5465 | 776837.6314 | -263518.0849 | -428493.5829 | 448322.2324 | -876815.8153 |
Total P&L (%) | 513.3195 | 776.8376 | -263.5181 | -428.4936 | 448.3222 | -876.8158 |
Avg Daily Profit (%) | 0.2722 | 0.412 | -0.1398 | 0 | 0.0903 | 0 |
Buy And Hold Return (%) | 298.685 | 298.685 | 298.685 | 298.685 | 298.685 | 298.685 |
Max Trade Drawdown | -305682 | -93060 | -364262 | -887697 | -188936 | -1155343 |
Profit Factor | 1.6588 | 4.5768 | 0.531 | 0.8131 | 1.8108 | 0.4961 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 16 | 22 | 38 | 22 | 16 |
Losing Trades | 44 | 25 | 19 | 44 | 19 | 25 |
Profitability (%) | 46.3415 | 39.0244 | 53.6585 | 46.3415 | 53.6585 | 39.0244 |
Ratio Avg Win / Avg Loss | 1.9208 | 7.1513 | 0.4586 | 0.9415 | 1.5639 | 0.7751 |
Largest Winning Trade | 841212 | 841212 | 63160 | 213290 | 212437 | 213290 |
Largest Losing Trade | -289228 | -30789 | -289228 | -623611 | -110654 | -623611 |
Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
Avg Bars in Winners | 53 | 36 | 66 | 39 | 45 | 30 |
Avg Bars in Losers | 34 | 39 | 28 | 47 | 29 | 60 |
Bars Traded | 3574 | 1577 | 1995 | 3574 | 1577 | 1995 |
Profit Streak | 0 | 0 | 0 | 37.0209 | 37.0209 | 40.0209 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7168 | 346892 | -580268 | -589543 | -78143 | -584022 |
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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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