Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761268.7821 | 804762.8571 | -43494.075 | -36531.3586 | 309108.6721 | -345640.0308 |
Total P&L (%) | 761.2688 | 804.7629 | -43.4941 | -36.5314 | 309.1087 | -345.64 |
Avg Daily Profit (%) | 0.3968 | 0.4195 | -0.0227 | -0.0237 | 0.0735 | 0 |
Buy And Hold Return (%) | 16.1066 | 16.1066 | 16.1066 | 16.1066 | 16.1066 | 16.1066 |
Max Trade Drawdown | -297406 | -189205 | -115007 | -925425 | -399418 | -526750 |
Profit Factor | 2.3199 | 3.5033 | 0.8296 | 0.9672 | 1.6685 | 0.4684 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 50.5882 | 47.619 | 53.4884 | 50.5882 | 47.619 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.2659 | 3.8537 | 0.7214 | 0.9447 | 1.8353 | 0.4073 |
Largest Winning Trade | 869659 | 869659 | 27562 | 687210 | 687210 | 176980 |
Largest Losing Trade | -59326 | -59326 | -34468 | -246437 | -237317 | -246437 |
Avg Bars in Trades | 39 | 69 | 11 | 39 | 69 | 11 |
Avg Bars in Winners | 28 | 46 | 13 | 28 | 46 | 13 |
Avg Bars in Losers | 51 | 89 | 8 | 51 | 89 | 8 |
Bars Traded | 3377 | 2902 | 475 | 3377 | 2902 | 475 |
Profit Streak | 204.5191 | 204.5191 | 374.0191 | 204.5191 | 204.5191 | 374.0191 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568833 | 587543 | -578616 | -579114 | -91989 | -578616 |
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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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