Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685923.7148 | 707965.0048 | -22041.29 | 16843.0887 | 442934.5527 | -426091.464 |
Total P&L (%) | 685.9237 | 707.965 | -22.0413 | 16.8431 | 442.9346 | -426.0915 |
Avg Daily Profit (%) | 0.3712 | 0.3832 | -0.0119 | 0.0084 | 0.0916 | 0 |
Buy And Hold Return (%) | 83.3147 | 83.3147 | 83.3147 | 83.3147 | 83.3147 | 83.3147 |
Max Trade Drawdown | -175816 | -152741 | -129505 | -747433 | -464807 | -489754 |
Profit Factor | 2.2541 | 3.2806 | 0.9068 | 1.0129 | 1.6152 | 0.2746 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 43.4343 | 42 | 44.898 | 43.4343 | 42 | 44.898 |
Ratio Avg Win / Avg Loss | 2.9355 | 4.5303 | 1.1129 | 1.3191 | 2.2305 | 0.337 |
Largest Winning Trade | 676033 | 676033 | 69713 | 692513 | 692513 | 44342 |
Largest Losing Trade | -50624 | -50624 | -32462 | -210997 | -210997 | -173663 |
Avg Bars in Trades | 52 | 50 | 55 | 52 | 50 | 55 |
Avg Bars in Winners | 71 | 58 | 83 | 71 | 58 | 83 |
Avg Bars in Losers | 38 | 43 | 33 | 38 | 43 | 33 |
Bars Traded | 5244 | 2502 | 2742 | 5244 | 2502 | 2742 |
Profit Streak | 77.1575 | 81.4909 | 77.1575 | 77.1575 | 81.4909 | 77.1575 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463419 | -165924 | -580441 | -554625 | -250528 | -582108 |
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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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