Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536683.6077 | 536797.047 | -113.4393 | 50107.5416 | 264125.6624 | -214018.1207 |
Total P&L (%) | 536.6836 | 536.797 | -0.1134 | 50.1075 | 264.1257 | -214.0181 |
Avg Daily Profit (%) | 0.2961 | 0.2962 | -0.0001 | 0.0224 | 0.0713 | 0 |
Buy And Hold Return (%) | 87.4155 | 87.4155 | 87.4155 | 87.4155 | 87.4155 | 87.4155 |
Max Trade Drawdown | -141676 | -78271 | -76621 | -390234 | -218554 | -280770 |
Profit Factor | 1.8326 | 2.6607 | 0.9996 | 1.0384 | 1.4221 | 0.6852 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 43.75 | 45 | 42.5 | 43.75 | 45 | 42.5 |
Ratio Avg Win / Avg Loss | 2.3563 | 3.252 | 1.3525 | 1.3351 | 1.7381 | 0.9271 |
Largest Winning Trade | 354541 | 354541 | 75773 | 340131 | 340131 | 82530 |
Largest Losing Trade | -43824 | -43824 | -36682 | -108820 | -94119 | -108820 |
Avg Bars in Trades | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Winners | 55 | 46 | 64 | 55 | 46 | 64 |
Avg Bars in Losers | 29 | 35 | 24 | 29 | 35 | 24 |
Bars Traded | 3292 | 1627 | 1665 | 3292 | 1627 | 1665 |
Profit Streak | 58.2432 | 79.2432 | 0 | 58.2432 | 79.2432 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13884 | 446727 | -581999 | -532658 | -99808 | -583666 |
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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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