Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420283.8687 | 421832.8999 | -1549.0312 | 217278.082 | 568589.2853 | -351311.2034 |
Total P&L (%) | 420.2839 | 421.8329 | -1.549 | 217.2781 | 568.5893 | -351.3112 |
Avg Daily Profit (%) | 0.2284 | 0.2292 | -0.0008 | 0.0628 | 0.1033 | 0 |
Buy And Hold Return (%) | 147.1499 | 147.1499 | 147.1499 | 147.1499 | 147.1499 | 147.1499 |
Max Trade Drawdown | -125907 | -99234 | -83480 | -870718 | -616373 | -395434 |
Profit Factor | 1.8598 | 2.7905 | 0.9939 | 1.0951 | 1.4762 | 0.6779 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 48.2759 | 52.2727 | 44.186 | 48.2759 | 52.2727 | 44.186 |
Ratio Avg Win / Avg Loss | 1.9927 | 2.5479 | 1.2554 | 1.1733 | 1.3478 | 0.8563 |
Largest Winning Trade | 299152 | 299152 | 54272 | 810468 | 810468 | 149020 |
Largest Losing Trade | -51805 | -51805 | -38539 | -452511 | -452511 | -154851 |
Avg Bars in Trades | 60 | 53 | 66 | 60 | 53 | 66 |
Avg Bars in Winners | 77 | 57 | 101 | 77 | 57 | 101 |
Avg Bars in Losers | 44 | 49 | 39 | 44 | 49 | 39 |
Bars Traded | 5243 | 2365 | 2878 | 5243 | 2365 | 2878 |
Profit Streak | 84.452 | 94.452 | 0 | 84.452 | 94.452 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297874 | 420437 | -581321 | -242435 | -54132 | -582988 |
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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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